Risk Analyst

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 evaluates, recommends and supports the implementation of business strategies and operational processes from risk perspective with data sets.

The job holder develops, maintains and enhances risk planning models as well as documents risk model frameworks in accordance with regulatory requirements, internal risk management system model implementation and business plans.

Key Relationships

Reports directly to Risk Modeling Lead or Operational Risk Lead

Direct reports are none

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

External stakeholders include external auditors providing professional services

RESPONSIBILITIES

A. Analysis and Reviews

Process data, review and test forecasting models.

Review quality of models developed.

Compare model results between months and assess stability of the models (PSI).

Monitor actual application of the model (override rate).

Conduct back-test (quarterly) and evaluate the forecast quality of the model (Gini).

Coordinate with related functions to independently verify the quality of risk models and tools.

EXPERTISE, EXPERIENCE, QUALIFICATIONS & PERSONAL ATTRIBUTES

Domain Expertise

4 to 5 years of relevant experience in a bank or financial institution

Experience in data analysis, design and implementation of risk models

Experience in developing operational risk management tools and systems

Experience in data / risk modelling and producing reports from data in the current systems

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

Strong knowledge of banking operations

Agile / Digital Experience

Understanding of Agile principles, practices and scrum methodology

Experience working in Agile teams to support digital transformation projects is an advantage

Qualifications

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

Personal Attributes

Comfortable working with large volumes of data from disparate sources to spot patterns and trends.

A good story teller who can make data meaningful for others, turning numbers into meaningful patterns.

Self-motivated with a challenger mindset and never content to do the same things.

Believes in non-hierarchical culture of collaboration, transparency and trust across the team.

B. Design and Test Risk Models

Support the design, build and improvement of risk models and solutions for business and customers following Basel II and IFRS9 standards.

Support data processing and statistical analysis during the development of models.

Documents the process for fraud and risk model development.

Support decision-making in risk management or in business through statistics / data processing, succeeded model results or analysis and reports with valuable information.

Run the model with available codes and share data with stakeholders.

Analyze and research to assess the applicability of the model in risk management and other decision-making requirements of business.

Support the operations and enhancement of existing risk models for improved efficiencies.

Collaborate with others for the implementation / application / training / coaching of modelling knowledge.

Solve basic concerns and problems from internal customers on risk operating models / tools.

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

EXPERTISE, EXPERIENCE, QUALIFICATIONS & PERSONAL ATTRIBUTES

Domain Expertise

4 to 5 years of relevant experience in a bank or financial institution

Experience in data analysis, design and implementation of risk models

Experience in developing operational risk management tools and systems

Experience in data / risk modelling and producing reports from data in the current systems

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

Strong knowledge of banking operations

Agile / Digital Experience

Understanding of Agile principles, practices and scrum methodology

Experience working in Agile teams to support digital transformation projects is an advantage

Qualifications

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

Personal Attributes

Comfortable working with large volumes of data from disparate sources to spot patterns and trends.

A good story teller who can make data meaningful for others, turning numbers into meaningful patterns.

Self-motivated with a challenger mindset and never content to do the same things.

Believes in non-hierarchical culture of collaboration, transparency and trust across the team.

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