Quantitative Credit Risk Analyst

### Responsibilities

1. Develop, enhance, monitor, and support the operation/maintenance of market risk, liquidity risk, and interest rate risk models in the banking book to optimize risk management benefits and governance requirements.

2. Design, develop, review, monitor, and support the operation of IT-based tools/systems for market risk, liquidity risk, and interest rate risk models in the banking book.

3. Build capabilities, regulations, and processes for developing, enhancing, monitoring, and calibrating market risk, liquidity risk, and interest rate risk models in the banking book.

4. Coordinate the implementation of quantitative solutions for risk management:
a) Participate in initiatives related to data analysis, modeling, and optimization, as well as the management and development of advanced analytical platforms/tools for risk management at the Bank.
b) Collaborate with relevant departments in the digitalization process and the application of model results.

5. Conduct data surveys, data planning, and implement data quality management activities to support quantitative analysis.

6. Participate in training sessions and professional courses as per the department’s and the Bank’s training plans.

7. Perform other related tasks as assigned by the Department’s Leadership.