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

Capital Adequacy Management:
- 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.
- Co- ordinate with other teams and departments to calculate and monitor the bank&039;s- Capital Adequacy Ratio (CAR) in accordance with Circular 41.
Credit Risk Management:
- 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.
- Analyze opportunities to optimize Credit Risk RWA mitigation within the portfolio.
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:
- 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.
- Participate in other initiatives/projects of the Risk Division.

Educational Qualifications
- Graduate university or higher level with a major in Economic mathematics, Statistics, Finance – Banking, Auditing, or related majors.
- CFA, FRM is a plus

Relevant Knowledge/ Expertise
- Basic RWA/CAR calculation knowledge according to Basel II requirements.- Experience in implementing similar projects is a plus.
- 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.

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

Benefits

Working time: from Monday to Friday & 2 Saturday mornings/month.
Staff loan with special interest rates
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);
Training courses based on the job, Training framework/Learning RoadMap for each position
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…)
Competitive salary and bonus package

Chế độ bảo hiểm, Du Lịch, Phụ cấp, Đồng phục, Chế độ thưởng, Chăm sóc sức khỏe, Đào tạo, Tăng lương, Phụ cấp thâm niên, Nghỉ phép năm

Cập nhật gần nhất lúc: 2026-01-24 20:30:03