Senior Modelling Developer | FiinRating -HN|3|08/31/2021

13:34 19/10/2020

Position overview:

Introduction about FiinGroup

Established in March 2008, FiinGroup has become a market leader in financial technology and data analytics. The company provides financial data, business information, industry research, credit rating and other data-driven analytics services in Vietnam. In September 2014, our Company entered a strategic capital and business alliance with Nikkei Inc. (Japan) under which the Japanese partners hold 35.1% equity stake in our company and jointly supported Japanese investors in Vietnam.

FiinGroup has been serving more than 1,000 local and foreign financial institutions and corporations through our fintech platform as a service (PaaS), annual packages and on-call services. In October 2019, FiinGroup expanded its B2C model with the introduction of FiinTrade Platform for individual investors and traders in Vietnam Stock Market.

Most recently, FiinGroup was awarded with Credit Rating Agency license from the Ministry of Finance of Vietnam providing credit ratings for issuers and its instruments in Vietnam and related services.

FiinGroup currently has over 100 staffs including data analysts, business analysts, market researchers, credit analysts, IT engineers and client advisors working at both Hanoi Head Office and branch office in Ho Chi Minh City.

Introduction about FiinRating:

FiinRating, a brand and part of FiinGroup, is licensed by the Ministry of Finance to operate as a Credit Rating Agency (“CRA”) for Vietnam. The license was awarded on 20 March 2020 to FiinGroup under the Decree 88/2014/ND-CP dated 26 September 2014 governing Credit Rating Agency services.

Credit ratings by FiinRating evaluate creditworthiness of businesses or debt instruments businesses issue or projects businesses implement by applying quantitative analysis models, liquidity analysis, credit risk assessment and assessment of the ability to meet financial obligations as they become due.

With FiinRating, we focus on Bond Credit Rating; Issuer Credit Rating; Corporate Credit Rating Reports; and Credit Evaluation under both investor’s and issuer’s pay models.

Introduction about job position:

FiinGroup is looking to add a Senior Modelling Developer to the Credit Rating (FiinRating) Team.

The successful candidate will be on a team responsible for managing all aspects of the Scorecard model development life cycle, which includes interaction with Director and FiinRating’s Model Risk Management (validation).

Job Description:

Apply statistical methods to collect, organize, interpret and summarize data to support the development and implementation of fundamental credit rating scorecards
Use statistical and econometric techniques to study default and recovery drivers to support the selection and calibration of credit rating models and scorecards
Create and maintain credit rating models and scorecards
Lead annual model reviews and performance testing which requires a solid understanding of the documentation and testing requirements.
Apply critical thinking in solving complex business problems with quantitative tools in a collaborative, fast-paced environment.
Actively engage with the FiinRating Team and other members of FiinGroup.
Undertake other tasks assigned by MD or CEO.

Job Requirement:

Bachelor or MsC in Economics, Econometrics, Statistics, Math, Finance / Corporate Finance, Accounting, or an Applied Science. CFA or FRM is a plus.
Strong working knowledge of Accounting and Corporate Finance is a significant plus.
At least 3 years of experience in quantitative financial modeling. Hands-on experience with the research, development, and implementation of credit risk models.
Hands-on experience with the research, development, and implementation of credit risk models, including technical and non-technical documentation.
Familiar with statistics packages and regression models.
Excellent communication skills, verbal as well as written.
Experience working with a highly productive analytical team.
Ability to make decisions / balance aggressive timelines for deliverables amidst conflicting priorities.

Remuneration package:

Negotiable salary and bonus based on year-end performance assessment
Opportunity to work with leading financial experts and Japanese experts, and work in an innovative and professional work environment.
Entitled to open career path.
Working within an open, supportive, young and dynamic team environment
Other benefits such as insurance, company retreat, monthly team outings and events.
Policies on social insurance, health insurance, unemployment insurance, labor insurance and other benefits in accordance with the provisions of the Labor Law.
5 working days per week (Monday to Friday).