Capital Governance Senior - Hà Nội

Develop methodology & implement credit risk RWA stress test under FIRB, AIRB
Enhance Data model for Basel III implementation
Develop tool for CR RWA calculation under both Basel III SA, FIRB, AIRB approach
Calculate Credit risk RWA according to Standardized Approach as SBV Circular 41 and perform reports periodically/adhoc for BOM, SBV and related parties; Analyze main drivers for RWA result, optimization opportunities for CAR & RWA
Take part in DWH project, IFRS9 project, Limit management project and other projects of Risk division

Have ability to work under pressure.
Have excellent skills of communication and presentation.
Have at least 5 year experience on working in the banking sector, in which at least 3 year experience on working in credit risk management field. Experience on working in credit risk model and credit portfolio analysis field as a plus.
Have basic knowledge on RWA/CAR calculation according to Basel II, Basel III requirements. Experience on implementing similar projects as a plus.
Fluent user in English speaking, writing, reading and listening;
Have excellent skills of problem analysis and solving.
Have ability to work independently and work in team.
Graduate university or higher level on major Finance – Banking, Auditing, Economic mathematics, Statistics or related majors.
Proficient in computer skills, especially MS Excel, SQL. Having ability to program VBA as a plus.
Have deep knowledge about credit products and banking systems (core-banking, LOS, limit management, collateral…).

BENEFITS

Insurance in accordance with Labor laws + VPBank Care insurance for all employees. (insurance covered for family members for entitled employees);
Working time: from Monday to Friday & 2 Saturday mornings/month
A dynamic and friendly working environment, full of great opportunities to develop your career and abundant interesting activities to join (Sports competitions, talent contests, teambuilding…)
Annual leave (varied based on job grade)
Traing courses based on the job, Training framework/Learning RoadMap for each position
Competitive salary and bonus package
Travel allowance
Staff loan with special interest rates

Đào tạo
Du Lịch
Chăm sóc sức khỏe
Tăng lương
Chế độ bảo hiểm
Chế độ thưởng

Cập nhật gần nhất lúc: 2021-06-24 18:43:02