Key Responsibilities
- Collect, clean, and analyse data on assetsliabilities structure, tenors, interest rates, FTP, and banking cash flows.
- Develop quantitative models to forecast interest rates and cost of funds; measure customer sensitivity to rate changes; model prepayment behaviour and cash flows from loans and deposits.
- Build dashboards and analytical reports to monitor credit programme performance, funding cost efficiency, and cash flows across channels (e.g. Efast).
- Develop stress-testing models for interest rate risk and liquidity risk.
- Participate in the department's digital transformation projects as assigned by management.
Qualifications
- Bachelor's degree or higher (Good/Distinction) in Data Science, AI, Applied Mathematics, Statistics, Business Analytics, Computer Science, or related fields from reputable universities; Master's degree or relevant international certifications is a plus.
- Strong analytical skills with solid experience in data processing and quantitative modelling.
- Proficient in Excel and PowerPoint; experience with Power BI preferred; familiarity with SQL and Python is an advantage; understanding of AI applications in banking is a plus.
- Good English skills, able to research and work in English.
Experience:
- 35 years of experience in Data Science
- Experience in interest rate modelling and balance sheet / funds transfer pricing is a strong plus
Key Skills & Competencies
- Data processing and quantitative analysis
- Dashboarding and data visualisation (Power BI or similar)
- Logical thinking, problem-solving, and business insight from data
- Strong communication, documentation, and presentation skills
- Ability to work both independently and as part of a team; proactive and creative; able to perform under high pressure
Contact lin h:
- Ms. Ly Thanh Thuy
- Email: [Confidential Information]
Detail: https://tuyendung.vietinbank.vn/tuyendung/thong-tin-tuyen-dung/TSC202512462T00521
