Basel & Credit Risk Modelling Specialist/Senior Officer/Officer

Vietnam International Bank (VIB) is the first private bank approved by the State Bank of Vietnam to apply Basel II CAR standards.

An excellent opportunity has arisen for a highly motivated applicant to be part of VIB Basel and Credit Risk Modeling team. This is an exciting opportunity to join a recently formed department after completion of Basel II project phase 1, which offers considerable scope for personal development. 

Job Purpose:

Support/coordinator of Basel II projects.

Job Responsibilities:

• Support Internal Capital Adequacy Assessment Process (ICAAP) project, under the Basel II pillar 2 implementation: develop the methodologies and tools to measure the material risks of the banks in normal business and in stress conditions and compute the adequate capital;

• Support Basel II FIRB/ AIRB project to implement the roadmap for Basel II internal rating based approach compliance, focus on enrichment of data, enhancement of business polices, development of the statistical model to measure the credit risk based on the PD, LGD, EAD;

• Support the project on consolidation of data for analysis and internal management;

• Support and coordinate with other project’s members to build the statement of works and the business requirement documents;

• Coordinate with IT and other departments to collect data and internal polices of the bank;

• Support the project manager to follow up the deadlines and do the documentation of projects;

• Perform the other jobs as requirement of the project owners/ work stream leaders;

Job Requirements:

• Bachelor or master degree in banking, finance or economic ;

• At least 5 years (senior executive officer)/ 3 years (senior officer)/ 2 years (officer) of experience in banking sector with at least 2 years of experience in ALM/ liquidity/ market risk management or credit risk management;

• Good knowledge in statistic;

• Experience in Basel II project implementation is a plus;

• Good at Microsoft Office skills (Excel, Word, Power Point...);

• Computer skills in VBA, popular statistical languages (e.g R, Python, SAS...) is a plus;

• Good knowledge of regulatory requirements;

• Good understanding of international best practice, as of Basel II/ IFRS frameworks;

• Ability to work independently or team work in high pressure;

• Good skill of analysis and communication;

• Able to quick adapt and quick learn

• Able to work in English.