Director, Credit Risk Analytics and Modelling

Director, Credit Risk Analytics and Modelling

Job Type:

Facility: Data & Analytics

Job Purpose

- The job holder oversees and leads multiple resources and projects to ensure successful completion of credit risk analytics and modeling projects in order to achieve business and risk targets.
- The job holder delivers executive-level presentations that provide insights into all current and future credit risk for strategic decision making and portfolio optimization.
- The job holder creates an environment where risk analytics professionals can develop their skills and grow their careers through taking on increased responsibility and adding value to the organization.

Key Accountabilities (1)

1. Credit Risk Model and Measurement Tools
- Develop and continuously improve credit risk models to support credit decision making throughout the customer’s credit life-cycle: underwriting and approval, early-warning, collection and recovery.
- Develop credit risk measurement tools and methodology in compliance with regulatory requirements and industry practices (SBV, Basel, IFRS9).
- Drive model implementation and usage with cut-off strategy recommendation/simulation.
- Continue to monitor and recalibrate models on a regular basis upon acquisition of new data or significant findings from model monitoring/validation to ensure models are fit-for-purpose.
- Build policies, procedures, and guidelines related to credit risk model development. Report, present, and explain models to higher management for model approval.

Key Accountabilities (2)

2. Credit Risk Analytics and Insights
- Provide credit risk management reports and insights to BOD, BOM, relevant internal/external units/divisions/banks.
- Conduct portfolio assessments/in-depth analyses by forums and boards: BOM/BOD; ARCO/ALCO; and others as requested.
- Perform portfolio credit quality forecasts, scenario analyses/simulations for management decision-making, strategic planning, ICAAP, etc.

Key Accountabilities (3)

PEOPLE MANAGEMENT
- Oversee human resources planning and execution (headcount & costs) of their function/sub-function.
- Attract, onboard, and retain the right talents for a high-performing team.
- Establish and communicate sub-function/function and individual KRAs/KPIs, goals, action plans, expectations, and results to the reporting line.
- Manage sub-function/function performance & provide feedback regularly (following the annual performance management cycle).
- Define team capability requirements and enable team members’ professional and personal development through capability assessment, training, coaching & feedback, and mentoring.
- Motivate and recognize team members’ contributions towards the team’s shared goals.
- Responsible for developing talents within the function/sub-function.
- Act as a role model and promote corporate culture at the function/sub-function level.
- Understand & communicate relevant HR offerings to team members.

Success Profile - Qualifications and Experience

Experience:
- Minimum 12 years of relevant experience with at least 7 years of management experience.
- Understand local and international regulations and practices on Banking and Finance, Risk Management, Basel 2, IFRS9, Stress-Test.
- Experience in building data and analytics solutions, data mining, statistical analysis, and data visualization.
- Experience in providing fact-based insights to help senior management and other stakeholders realize enterprise value at scale.
- Strategic decision making and thinking, able to deal with very senior management, translate tech to business and vice versa.
Qualification:
• Bachelor's degree or higher (finance / banking / financial risk management / financial math / quantitative finance).
• Being trained at university and post-graduate level in these fields in developed countries is an advantage.
• Having an internationally recognized certificate in financial analysis, financial risk management is an advantage (e.g., FRM, CFA, PRM, CPA, ...).
• English proficiency requirements are pursuant to Techcombank's policy.