Chuyên Viên/Chuyên Viên Chính Quản trị rủi ro Tích hợp (Mảng QTRR tín dụng & Basel II) - Hà Nội - TA107

Analysis of possible optimization room for RWA mitigation, enhancement and validation data quality
Implement stress test for CR RWA under SA and IRB approach for ICAAP implementation;
Take part in the IFRS9 project, Limit management project, and other projects of the Risk division
Develop BRD & UAT engine for CR RWA calculation under FIRB and AIRB approach, Basel III implementation for Credit risk;
Calculate Credit risk RWA according to the Standardized Approach as SBV Circular 41 and perform reports periodically/ad- hoc for BOM, SBV, and related parties;
Develop and perform comprehensive analysis and report on CR RWA, Risk- adjusted return as well as recommendation of portfolio management/credit risk mitigation for each Business unit;
Deliver Disclosure report following SBV’s requirement and Basel II’s market discipline requirement
Develop BRD & UAT for Risk DWH, ensure the completeness of data for RWA calculation and further analysis

Educational Qualifications

Graduate university or higher level with a major in Economic mathematics, Statistics, Finance – Banking, Auditing, or related majors.

Relevant Knowledge/ Expertise

Have at least 2 years of experience working in the banking sector, and at least 1 year of experience working in the credit risk management field. Experience working in credit risk model and credit portfolio analysis field as a plus.
Basic RWA/CAR calculation knowledge according to Basel II’s requirements. Experience in implementing similar projects is a plus.
Know about credit products and banking systems (core banking, LOS, limit management, collateral…).

Skills

Proficient in computer skills, especially MS Excel, and SQL. Having the ability to program VBA is a plus.
Have excellent skills of communication and presentation.
Have the ability to work under pressure.
Have the ability to work independently and work in a team.
Fluent user in English speaking, writing, reading, and listening;
Have excellent skills in problem analysis and solving.

Benefits:

Training courses based on the job, Training framework/Learning RoadMap for each position
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)
Insurance in accordance with Labor laws + VPBank Care insurance for all employees. (insurance covered for family members for entitled employees);
Competitive salary and bonus package
Travel allowance
Staff loan with special interest rates
Working time: from Monday to Friday & 2 Saturday mornings/month

Laptop, Chế độ bảo hiểm, Du Lịch, Phụ cấp, Chế độ thưởng, Chăm sóc sức khỏe, Đào tạo, Tăng lương, Công tác phí, Nghỉ phép năm

Cập nhật gần nhất lúc: 2024-08-20 03:55:02