The posting
ACG_3829_JOB Our client is a leading bank in Vietnam who is looking for a qualified candidate to join their firm. Strategic Leadership & Governance Define and execute the modeling, model validation, and risk analytics strategy in alignment with the Bank's strategic priorities, AI-enabled risk transformation agenda, and Basel roadmap. Establish and maintain the Group Model Risk Management Framework and enterprise-wide model lifecycle governance, including model inventory, model risk classification, model risk assessment, tiering, approval, implementation, monitoring, change control, retirement, and consolidated model risk reporting. Represent RMD in model governance committees and engagements with SBV, auditors, and other relevant stakeholders. Ensure alignment of modeling, validation, and risk analytics capabilities across the Bank and its subsidiaries, with clear ownership and accountability. Oversight of Model Development Department Provide strategic direction for the development, enhancement, implementation, and monitoring of risk, regulatory, and business models across the Group. Oversee credit risk models, including application, behavioral, collection, attrition, cross-sell, propensity, and early-warning models; Basel II/III/IV, IFRS 9, stress testing, capital and portfolio analytics models; and advanced AI/ML, fraud analytics, and alternative-data models. Establish modern development methodologies, coding and documentation standards, reusable assets, and common feature libraries. Drive industrialized model development and deployment through MLOps, automated pipelines, CI/CD, controlled retraining, and performance monitoring, in coordination with Business, IT, and EDA. Oversight of Model Validation Department Ensure independent, risk-based, and timely validation of all material models across the Group in accordance with the Model Validation Framework. Approve the annual validation plan and oversee validation of credit, market, liquidity, operational, regulatory, and business models. Establish validation standards for AI/ML models, including explainability, stability, data integrity, bias and fairness where applicable, implementation accuracy, and ongoing monitoring. Ensure effective challenge of model methodology, assumptions, data, implementation, and performance; track findings and remediation to closure; and provide enterprise-wide reporting on model inventory, model risk classification, risk assessments, lifecycle status, and material model-risk exposures. Embed model-risk controls into MLOps, including end-to-end lineage, versioning, dev-to-production consistency, tiered change control, retraining guardrails, and continuous evidence for audit and review. Research, Innovation & Continuous Improvement Lead research and controlled adoption of emerging AI, machine learning, GenAI, and Agentic AI applications in risk management. Sponsor innovation pilots in underwriting, fraud detection, collections, early warning, and portfolio monitoring, with appropriate human oversight and governance. Promote automation across model development, validation, deployment, monitoring, documentation, and reporting. Benchmark the Bank's risk analytics and model risk management capabilities against international standards and leading financial institutions. People Leadership & Organizational Development Define workforce and succession plans, assign KPIs, evaluate performance, and coach technical and leadership talent. Foster a culture of analytical rigor, independence, innovation, collaboration, continuous learning, and accountability. Requirements Education Master's degree or higher in Statistics, Mathematics, Quantitative Finance, Economics, Data Science, Computer Science, or a related discipline. Professional certification such as FRM, CFA, PRM, PMP, or an equivalent qualification is preferred. Experience At least 12 years of relevant experience in banking risk management, analytics, model development, or model validation, including at least 5 years in a senior leadership role. Proven experience leading large-scale risk analytics, model risk, or data/technology transformation programs. Demonstrated experience engaging regulators, auditors, executive management, and cross-functional stakeholders. Relevant Knowledge / Expertise Deep expertise in credit risk modeling, independent validation, and model risk management. Strong knowledge of Basel II/III, IRB, IFRS 9, stress testing, capital adequacy, and portfolio analytics. Strong understanding of AI/ML governance, explainability, model monitoring, risk data architecture, and MLOps. Knowledge of advanced analytics applications in early warning, fraud, collections, and credit decisioning; familiarity with modern analytics platforms and alternative data. Skills Strong strategic leadership, stakeholder management, and influencing skills. Advanced quantitative, analytical, problem-solving, and executive communication skills. Working knowledge of SAS, SQL, Python or R, modern data platforms, model deployment, and system integration. Required Competencies Strategic thinking and vision alignment. Leadership, talent development, and succession building. Analytical rigor, sound judgment, and decision-making. Independence, integrity, and professional ethics. Innovation mindset, collaboration, and continuous improvement orientation. Contact: Gia Huy, Thao Phan or Giang Van Due to the immense number of applicants, only shortlisted candidates will be contacted.
