Chuyên Viên/Chuyên Viên Chính Quản trị rủi ro Tích hợp (Mảng QTRR tín dụng & Basel II) - Hà Nội - TA107

Mô tả Công việc

• Calculate Credit risk RWA according to the Standardized Approach as SBV Circular 41 and perform reports periodically/ad-hoc 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;
• Deliver Disclosure report following SBV’s requirement and Basel II’s market discipline requirement
• Develop BRD & UAT for Risk DWH, ensure the completeness of data for RWA calculation and further analysis
• Analysis of possible optimization room for RWA mitigation, enhancement and validation data quality
• Develop BRD & UAT engine for CR RWA calculation under FIRB and AIRB approach, Basel III implementation for Credit risk;
• Implement stress test for CR RWA under SA and IRB approach for ICAAP implementation;
• Take part in the IFRS9 project, Limit management project, and other projects of the Risk division

Yêu Cầu Công Việc

1. Educational Qualifications

• Graduate university or higher level with a major in Economic mathematics, Statistics, Finance – Banking, Auditing, or related majors.

2. Relevant Knowledge/ Expertise

• Have at least 2 years of experience working in the banking sector, and at least 1 year of experience working in the credit risk management field. Experience working in credit risk model and credit portfolio analysis field as a plus.
• Basic RWA/CAR calculation knowledge according to Basel II’s requirements. Experience in implementing similar projects is a plus.
• Know about credit products and banking systems (core banking, LOS, limit management, collateral…).

3. Skills

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

Benefits:

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