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Center Head of Modelling & Model Validation
Job Location:
Salary:
Experience Required:
Posted:
16 September 2026 (6 hours ago)
Posted:
Application Deadline:
14 December 2026
Application Deadline:
Vacancies:
1 Vacancy
Vacancies:
Job Summary
ACG3829JOB
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 Banks 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 Banks 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
- Masters 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.
