Center Head of Modelling & Model Validation

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.**