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

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;
Analysis possible optimization room for RWA mitigation, enhance and validate data quality
Implement stress test for CR RWA under SA and IRB approach for ICAAP implementation;
Take part in IFRS9 project, Limit management project and other projects of Risk division
Calculate Credit risk RWA according to Standardized Approach as SBV Circular 41 and perform reports periodically/adhoc for BOM, SBV and related parties;
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
Develop BRD & UAT engine for CR RWA calculation under FIRB and AIRB approach, Basel III implementation for Credit risk;

Educational Qualifications

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

Relevant Knowledge/ Expertise

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

Skills

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

Benefits:

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);
Traing courses based on the job, Training framework/Learning RoadMap for each position
Staff loan with special interest rates
Travel allowance
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
Competitive salary and bonus package

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

Cập nhật gần nhất lúc: 2024-05-21 18:15:06