CV QTRR Tích Hợp (Mảng QTRR Tín Dụng & Basel II)

Deliver Disclosure report following SBV’s requirement and Basel II’s market discipline requirement
Calculate Credit risk RWA according to Standardized Approach as SBV Circular 41 and perform reports periodically/adhoc 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;
Analysis possible optimization room for RWA mitigation, enhance and validate data quality
Take part in IFRS9 project, Limit management project and other projects of Risk division
Implement stress test for CR RWA under SA and IRB approach for ICAAP implementation;
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.

Skills

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.

Relevant Knowledge/ Expertise

Have excellent skills of communication and presentation.
Have ability to work under pressure.
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.

Competitive salary and bonus package
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)
Staff loan with special interest rates
Travel allowance
Traing 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...)
Working time: from Monday to Friday & 2 Saturday mornings/month

Cập nhật gần nhất lúc: 2024-04-18 14:15:31