# Senior Model Validation- Ha Noi

VPBank tuyển dụng.

Nguồn: https://vieclam.nganhang.com/jobs/senior-model-validation-ha-noi-vpbank-11719

- Ngân hàng: VPBank
- Mức lương: —
- Cấp bậc: CMNV
- Bộ phận: Khối Quản trị rủi ro
- Chuyên môn: Quản lý rủi ro
- Ngày đăng: 30/09/2026
- Liên kết tuyển dụng gốc: [Mở trang tuyển dụng](https://tuyendung.vpbank.com.vn/job/Senior-Model-Validation-Ha-Noi/11719-vi_VN)

## Mô tả công việc

Job Description:
\1. Oversight of Junior Team Members

- Provide day-to-day guidance and oversight to a small group of junior staff.

- Review and ensure the quality of work delivered by junior team members.

\2. Execution of Model Validation (Medium to High Complexity)

- Perform independent validation of medium to high complexity models.

- Assess model data, methodology, assumptions, and performance.

- Deliver validation reports with clear findings and recommendations.

\3. Contribution to Internal Policies and Frameworks

- Participate in the development and enhancement of internal policies, procedures, and guidelines related to model validation and Model Risk Management (MRM).

\4. Execution of Model Risk Management

- Maintain and update model information throughout the model lifecycle.

- Consolidate model-related data and documentation for reporting purposes.

- Prepare model risk reports.

\5. Knowledge Sharing and Team Development

- Share knowledge and provide guidance to junior staff and interns.

- Support capability development and continuous learning within the team.

Job Requirements:
\1. Educational Qualifications

- Bachelor’s degree in Mathematics, Statistics, Economics, Finance, Econometrics, Actuarial Science, or a related quantitative discipline.

- Master’s degree or international certification in Risk Management / Quantitative Finance (e.g., FRM) is a strong advantage.

- Strong quantitative background in Mathematics, Econometrics, Statistics, or related fields is preferred.

\2. Relevant Knowledge / Expertise

- Quantitative methods, including statistics, econometrics, modeling techniques, optimization, and machine learning.

- Banking risk management and credit risk management processes.

- Model governance, model validation frameworks, and regulatory expectations.

- Knowledge of model lifecycle management, model performance monitoring, and model risk management practices.

- Understanding of data analytics, AI/ML applications, and quantitative methodologies in financial services.

\3. Skills

- Model development and validation techniques, including the use of quantitative and analytical tools.

- Data mining, data analysis, and big data analytics.

- Statistical analysis and machine learning methodologies.

- Strong analytical, critical thinking, and problem-solving skills.

- Ability to assess model assumptions, methodologies, limitations, and performance independently.

- Strong communication and report-writing skills.

\4. Relevant Experience

- Minimum 3 years of experience in model development and/or model validation.

- Proven experience in developing or validating models within banks, financial institutions, or fintech companies.

- Experience in developing, validating, monitoring, or reviewing credit risk models, scoring models, behavioral models, forecasting models, or other quantitative models.

- Candidates with experience providing model development and model validation advisory services at Big Four consulting firms (Deloitte, PwC, EY, KPMG) are highly preferred.

- Hands-on experience with model governance, model lifecycle management, and regulatory validation requirements is a strong advantage.

\5. Required Competencies

- Advanced proficiency in Microsoft Excel, PowerPoint, and Word.

- Advanced proficiency in SAS, Python, and/or R.

- Advanced proficiency in SQL.

- Advanced proficiency in AI tools (e.g., ChatGPT, Gemini, Copilot, and similar platforms).

- Ability to work independently and manage multiple priorities in a dynamic environment.

- Strong stakeholder management and collaboration skills.

\6. Preferred Candidate Profile

- Experience in model development or model validation at banks, financial institutions, or fintech companies.

- Experience in model development/model validation consulting engagements at Big Four firms is highly desirable.

- Educational background in Mathematics, Econometrics, Statistics, Actuarial Science, or other quantitative disciplines is preferred.

- Participation in quantitative modeling competitions, data science challenges, hackathons, research projects, or related academic activities is considered a strong plus.

- Professional certifications such as FRM or other quantitative finance qualifications are advantageous.

- Demonstrated passion for quantitative analytics, model risk management, and emerging technologies in financial services.

Benefits

- Competitive salary and bonus package

- Staff loan with special interest rates

- Training courses based on the job, Training framework/Learning RoadMap for each position

- Insurance in accordance with Labor laws + VPBank Care insurance for all employees. (insurance covered for family members for entitled employees);

- Annual leave (varied based on job grade)

- Travel allowance

- A dynamic and friendly working environment, full of great opportunities to develop your career and abundant interesting activities to join (Sports competitions, talent contests, teambuilding…)

- Working time: from Monday to Friday & 2 Saturday mornings/month.