Risk Officer – Bangkok Bank, Hochiminh Branch

1. Conducts the following risk monitoring:
a. Credit risk monitoring
i. Credit concentration risk
- By borrowers/counterparties
- By group of connected borrowers/counterparties (e.g., group of accounts exhibiting financial or
economic interdependence)
- By industry
- By geographic region or country
- By loan structure, collateral and tenor
- By types of investments/credit instruments in the trading books, and off-balance sheet
transactions;
ii. Country risk limit
b. Liquidity risk monitoring
i. Maximum Cumulative Outflow (MCO) and Weighted MCO (WMCO) limit monitoring
ii. WMCO Stress Testing
iii. Liquidity coverage ratio
iv. Net Stable Funding Ratio
c. Market risk monitoring
i. Daily monitoring of Value-at-Risk (VaR), including back-testing
ii. Daily FX Net Open Position
iii. Allowable bank Counterparty Tenor
iv. Intraday FX Open Position
v. Cut-loss limit
vi. Off-market rates
d. Operational risk monitoring
i. Crimes and losses, including reporting
e. Strategic risk monitoring
i. Business plan tracking
ii. Business continuity plan/testing
2. Lead author/implementer of the Internal Capital Adequacy Assessment Process (ICAAP)
3. Conduct quarterly Loan review
4. Monitor and check report Debt Payable; Debt Restructuring; Watch List; Monitoring List
5. Lead facilitator of annual 3-Year Business Plan
6. Conducts the Quarterly Independent Loan Review
7. Regular Resource Person/Secretary – Risk Oversight Committee / Management Committee

At least 3 years in same position or experience
Good at English both communication and writing