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Chuyên Viên/Chuyên Viên Chính Quản trị rủi ro Tích hợp (Mảng QTRR tín dụng & Basel II) - Hà Nội - TA107
Báo lỗi
Lượt xem: 91
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
Bấm để nộp hồ sơ ứng tuyển miễn phí
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