Risk Modelling Lead

Division Purpose

The Transformation Office is responsible for execution of the bank’s transformation vision, strategy and roadmap of deliverables with a focus on digitalization of customer journeys.

The Transformation Office executes a portfolio of initiatives pre-dominantly through Agile Development (with some foundational initiatives aligned to the Waterfall project management methodology).

The Transformation Office houses expertise to support the execution of a portfolio of initiatives related to market segmentation, customer journeys, technology, data, risk management, change management, digital partnerships and capability development, a project management office amongst others.

The Transformation Office tracks and measures the progress of execution using modern portfolio management techniques (such as OKRs and TTIs) to ensure value is created for customers and the Bank.

Tribe Purpose

The Risk Management Tribe develops and/or transforms risk operating models involving fraud, credit and operational risk management for the Bank.

The Risk Management Tribe develops rigorous fraud and operational risk mitigation processes and controls to reduce risk exposures for the Bank.

The Risk Management Tribe ensures compliance within the overall risk management framework, system and policies for the Bank and drives a strong risk management culture.

The Risk Management Tribe reviews opportunities for digitizing core risk process and makes recommendations to the business proactively.

Job Purpose

The job holder plans, manages and controls resource management activities for the Tribe.

The job holder leads the design, development, implementation, management and governance of risk portfolio management, risk analytics and control frameworks.

The job holder collaborates with cross functional teams and divisions to problem solve, simulate and implement required solutions and improvements to risk modeling structures.

Key Relationships

Reports directly to Risk Tribe Lead

Direct reports include Risk Analysts, Risk and Fraud Modelers, Senior Risk and Fraud Modelers

Internal stakeholders include teams within the Transformation Office, Auditors, Risk Monitoring & Governance functions in the Bank.

External stakeholders include the State Bank and external auditors providing professional services

RESPONSIBILITIES

Risk and Fraud Modeling Management

Lead the team in developing, controlling and governing the implementation of fraud and risk modelling framework and policies.

Lead the development of technology required to build and audit models for systematic fraud management and credit risk management.

Research and recommend action plans for the Bank to comply with Basel II and other regulatory compliance requirements.

Recommend credit portfolio management based on systematic credit status.

Monitor credit safe limits and manage the reporting of credit safe limits.

Lead the team in building risk scenarios and assess risk endurance, impact assessment scenarios and credit portfolio change according to PLN.

Plan and monitor debt classification, classification management and risk management process.

Monitor the implementation of credit quality forecast activities and credit risk alert process.

Lead and monitor bad and sold portfolios.

Monitor and govern the setup of credit information system and credit information optimization.

Develop and share reports related to credit portfolio, bad debt, debt collection and risk provisions.

Implement and monitor the development of software and projects related to portfolio management, risk analysis and modelling.

Collaborate with stakeholders for portfolio management, risk analysis and modelling to improve risk management efficiencies and minimize systematic risks.

Plan, build and implement the Tribe's action plans in compliance with the Bank's periodical strategy.

Plan, build and implement the Tribe's data management system to ensure data confidentiality, updates and consistency.

B. Managing Project

Manage project conflicts, challenges and dynamic business requirements to keep operations running at high performance.

Work with team leads to resolve people problems and project roadblocks, conduct post mortem and root cause analyses to improve practices for maximum productivity.

C. Managing Stakeholder

Supervise portfolio management, risk analysis and modelling activities and quality within the Tribe.

Develop and implement action plans collectively to identify risks, develop controls and adjust risk management solutions to minimize loss.

Lead working sessions with cross functional teams and divisions to solve fraud and risk related problems/challenges.

Train cross functional teams within the Bank to understand the value of Risk Management for the business.

D. Developing Talent

Organize and support the team in adopting and strengthening Agile ways of working in delivering value to internal customers.

Coach team members to strengthen capabilities and demonstrate the required mindset and behaviors.

Attract, motivate and retain employees across all levels for a high performance culture.

Mức lương: thỏa thuận

Thưởng hàng tháng nếu làm tốt

BHXH, BHYT theo quy định pháp luật

Hỗ trợ ăn trưa

Làm việc trong môi trường năng động, có cơ hội thăng tiến

Được đào tạo, nâng cao kiến thức, tay nghề

Tham gia du lịch, nghỉ mát, hoạt động thiện nguyện, team building hàng năm do công ty tổ chức

Domain Expertise

12 to 15 years of relevant experience in a bank, financial institution or audit consultancy

Demonstrated experience in data analysis, designing, implementing and recommending fraud risk models

Demonstrated experience in data modelling and producing reports from data stored in the current systems

Demonstrated experience in fraud risk model development using programming languages (e.g. R, Matlab, SAS, SQL, VBA, Python)

Demonstrated experience in communicating complex analysis and models across diverse teams

Extensive experience in applying credit related regulatory requirements in banking or financial institutions

Extensive experience in creating innovative solutions to resolve complex risk management problems / challenges

Strong knowledge of Information Security principles to ensure compliant handling and management of data

Agile / Digital Experience

Understanding of Agile principles, practices and scrum methodology

Experience leading (digital) transformation projects will be advantageous

Qualifications

Bachelor’s or Master's degree in banking, finance, risk management, statistics, mathematics or quantitative analysis

Personal Attributes

Evangelist and educator on the value of risk modelling for effective risk management.

Strategic thinker who is willing to thoughtfully figure out how to make a company's plan successful.

Works the best out of regulation rather than having a 'tick the box' approach.

Resilient with a strong ability to prioritize and multi-task to meet demands from various stakeholders.

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- Hộ khẩu, chứng minh nhân dân và giấy khám sức khỏe.
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