Quantitative Credit Risk Consultant

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Job Descriptions

  • Collect and clean data
  • Collect management information for risk reporting with high quality in a timely manner
  • Conduct necessary analysis of risk data to provide recommendations to clients
  • Develop risk management models (for credit risk: application scorecard, behavior scorecard and other models in accordance with Basel II requirements) using R, S+, SAS… programming languages
  • Document methodology and steps to develop and maintain the models in accordance with Basel II requirements
  • Act as a contact point with clients’ IT team to collect required data for risk analysis or modelling in accordance with requirements of each project
  • For Manager/ Senior Manager: Manage consulting projects, act as contact point in communication with clients in projects, lead engagement team members in key activities of projects
  • Perform other task assignments as required.

Job Requirements

  • Degree in Banking and Finance; Finance Mathematics, Statistics, Risk Management, Econometrics or equivalents
  • At least one year of experience in Banking & Financial services industry
  • Thorough understanding of bank’s internal processes and policies; and regulations and practices in banking sector
  • Skills and experience in Quantitative analysis and Data mining/ Statistics/ Financial mathematics/ Risk management
  • Relevant professional qualifications such as FRM, CFA qualification is more preferable
  • Familiar with statistics tools such as SAS, R-programming, S+, Matlab and database management tools such as SQL
  • Logical thinking, ability to work independently and good analysis, writing and presentation skills
  • Willingness to travel across Vietnam
  • Strong analytical and problem solving skills
  • Able to research new knowledge and technology
  • Team-work spirit and professional working behavior
  • Fluent oral and written English communication

*  Due to volume of applications, we regret only shortlisted candidates will be notified.

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