Integrated Risk Management (Credit Risk & Capital Adequacy Management) - Ha Noi - TA133

Mô tả Công việc
Capital Adequacy Management:
- Deliver CAR Disclosure Reports in accordance with SBV requirements and Basel&039;s market discipline requirements.
- Perform periodic and ad- hoc reports on the bank&039;s CAR for the Board of Management, SBV, and related parties.
- Co- ordinate with other teams and departments to calculate and monitor the bank&039;s- Capital Adequacy Ratio (CAR) in accordance with Circular 41.
- 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.
- Manage the bank&039;s Risk- Weighted Assets (RWA), with a primary focus on the Credit Risk RWA component.
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.
DataModel& 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:
- Participate in other initiatives/projects of the Risk Division.
- Implement the Basel III Reforms project for the credit risk component.
- Conduct research on best practices in risk management and Basel regulations within the banking industry to facilitate their application in the organization.

Yêu Cầu Công Việc
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
- Know about credit products and banking systems (core banking, LOS, limit management, collateral...).
- Experience working in the banking sector, credit risk management, credit risk model and credit portfolio analysis field is a plus.
- Basic RWA/CAR calculation knowledge according to Basel II requirements.- Experience in implementing similar projects is a plus.
Skills
- 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.
- Proficient in computer skills, especially MS Excel, and SQL. Having the ability to program VBA is a plus.
- Have excellent skills in problem analysis and solving.
- Fluent user in English speaking, writing, reading, and listening;
Staff loan with special interest rates
Competitive salary and bonus package
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...)
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.
Annual leave (varied based on job grade)
Training courses based on the job, Training framework/Learning RoadMap for each position
Benefits

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Cập nhật gần nhất lúc: 2025-09-30 09:20:02