Senior/Junior Liquidity Risk Management - Hà Nội - TA107

Daily work.

Execute the ICAAP/ILAAP (liquidity stress test) on semi- annual basis: continuously enhance the methodology to estimate the impact of scenario on balance sheet, capital and liquidity position.
Operation engine calculation: Liquidity/IRRBB/ EIR….
Analysis & Liquidity & IRRBB risk reports on monthly basic
Execute the Liquidity ratios following Basel 3 (LCR/NSFR)
Forecast and setup liquidity ratios limit.

Liquidity models and measurements

Develop measurement for IRRBB (earning at risk, economic at risk…)
Develop risk metrics, tools (LCR, NSFR…) for Liquidity
Update/monitor and maintain the business requirement document of Liquidity & IRRBB report, EIR- IFRS9; In charge of testing the accuracy of these engines.

Professional qualification:

FRM or CFA certificate is plus.
Graduate university or higher level on major Finance – Banking, Economics; Econometrics and other related majors.

Experience:

Have strong background on Econometrics and quantitative risk models (VaR, ES….) is a plus
Have at least 1- 3 year experience on working Market and/ or liquidity risk management

Skills:

Strong communication skills, team- working skills and problem solving skills;
Fluent user in English speaking, writing, reading and listening;
Proficient in computer skills, especially Excel and SQL;

Benefits:

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

Chế độ bảo hiểm, Du Lịch, Phụ cấp, Chế độ thưởng, Chăm sóc sức khỏe, Đào tạo, Tăng lương, Công tác phí, Nghỉ phép năm

Cập nhật gần nhất lúc: 2024-08-25 08:50:03