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

Integrated Risk Management (Credit Risk & Capital Adequacy Management) The job holder will monitor the bank’s capital adequacy ratio by coordinating with the Finance ­Division and will be responsible for the bank’s Risk- Weighted Assets (RWA). Additionally, the job holder will implement Basel- related projects with a focus on the credit risk component and perform other related tasks. 1, Job Description
Capital Adequacy Management
Co- ordinate with other teams and departments to calculate and monitor the bank&039;s Capital Adequacy Ratio (CAR) in accordance with Circular 41.
Manage the bank’s Risk- Weighted Assets (RWA), with a primary focus on the Credit Risk RWA component.
Perform periodic and ad- hoc reports on the bank’s CAR for the Board of Management, SBV, and related parties.
Deliver CAR Disclosure Reports in accordance with SBV requirements and Basel&039;s market discipline requirements.
Implement the Internal Capital Adequacy Assessment Process (ICAAP) periodically, which includes conducting stress tests for the credit risk component, aggregating other material risk components, and reporting to the SBV and related parties.
Credit Risk Management
Analyze opportunities to optimize Credit Risk RWA mitigation within the portfolio.
Perform comprehensive analyses and report on Credit Risk RWA, risk- adjusted returns, and provide recommendations for portfolio management and credit risk mitigation for each Business Unit.
Data
Model
& System Development
Develop calculation engine for Basel III Reforms implementation, focusing on the calculation of Credit Risk RWA under FIRB and AIRB approaches.
Cooperate with IT, EDA and other divisions to ensure the completeness of data for RWA calculation and further analysis.
Initiatives & Projects
Conduct research on best practices in risk management and Basel regulations within the banking industry to facilitate their application in the organization.
Participate in other initiatives/projects of the Risk Division.
Implement the Basel III Reforms project for the credit risk component.

Educational Qualifications
CFA, FRM is a plus
Graduate university or higher level with a major in Economic mathematics, Statistics, Finance – Banking, Auditing, or related majors.
Relevant Knowledge/ Expertise
Basic RWA/CAR calculation knowledge according to Basel II requirements. Experience in implementing similar projects is a plus.
Experience working in the banking sector, credit risk management, credit risk model and credit portfolio analysis field is a plus.
Know about credit products and banking systems (core banking, LOS, limit management, collateral…).
Skills
Fluent user in English speaking, writing, reading, and listening;
Have excellent skills of communication and presentation.
Have excellent skills in problem analysis and solving.
Have the ability to work independently and work in a team.
Have the ability to work under pressure
Proficient in computer skills, especially MS Excel, and SQL. Having the ability to program VBA is a plus.

Benefits:

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

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: 2024-10-08 10:35:02