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

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Ngày cập nhật: 21-08-2024

Địa điểm: Hà Nội

Ngành nghề: Tài chính/ Ngân hàng/ Chứng khoán

Vị trí: Nhân viên

Mức lương: Cạnh tranh

Trình độ: Đại học

Kinh nghiệm: 1 - 2 Năm

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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

Quyền lợi công việc

  • Laptop
  • 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
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Hạn nộp: 20-09-2024

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