Audit and Post-Test Contributor

Audit and Post-Test Contributor

Tien Phong Commercial
Not Specified
Not Specified

Job Description

Job Description

1. Support and coordinate with other personnel in the Department in building, testing and post-testing models of market risk, proprietary trading risk, liquidity risk, interest risk Bank book interest rate, counterparty credit risk:
  • Directly perform some analysis stages to support other personnel in the Department in building Develop/ periodically adjust quantitative models for market risk, proprietary trading concentration risk, liquidity risk, interest rate risk on bank books, counterparty credit risk in operations of TPBank
  • Perform independent price confirmation and build a database on market risk, proprietary trading concentration risk, liquidity risk, and interest rate risk on the bank book. hng, counterparty credit risk.

2. Collect information, test the models at the early stage, support the work related to the project's head
  • Collect related information testing and post-testing the model
  • Testing the model in the early stages with simple testing steps
  • Coordinating with the Risk Management Project team to participate in coordination and support joint activities in projects carried out with external consulting partners m The department is primarily responsible for the Yen Mon.

3. Perform work related to the operation of risk management/measurement tools and other professional operations according to job requirements.
  • Prepare reports. Other reports and performing professional work as required by management.
Job Requirement

    Graduated in Applied Mathematics, Probability-Statistics, Economics, Finance - Banking
  • Has direct experience in building, monitoring and verifying risk quantification models applied in practice at credit institutions or conducted studies on risk models/portfolio management at universities or international research organizations is an advantage
  • Need industrious, hardworking, careful.
  • Master the basic skills of using Microsoft Office such as: Word, Excel, Visio, PowerpointSoftware specialized in: SAS/ SPSS/ R/ Matlab
  • Preference will be given to candidates with FRM, CFA or equivalent certifications.

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    TPBank is a bank of Vietnam. It was founded on 5 May 2008, TPBank inherits technological expertise and financial strength from its strategic shareholders, including DOJI Gold and Gems Group, FPT Corporation, MobiFone Corporation, Vietnam National Reinsurance and SBI Ven Holding Pte. Ltd, Singapore

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