Quantitative Market Risk

1. Develop, enhance, monitor, and support the operation/maintenance of quantitative models for credit risk management to maximize the Bank's benefits and governance requirements.

2. Design, develop, review, monitor, and support the operation of IT-based tools/systems for credit risk quantitative models.

3. Build capabilities, regulations, and processes for developing, enhancing, monitoring, and calibrating credit risk quantitative models.

4. Coordinate the implementation of quantitative solutions for credit risk management:
a) Participate in the execution of 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.