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Market Risk Modeling - Hà Nội - TA083

Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK
Updated: 10/06/2021

Employment Information

Benefits

Insurance, Travel opportunities, Incentive bonus, Health checkup, Training & Development, Salary review

Job requirement

  • Monthly calculate the market, OpR RWA and related reports. Maintain the RWA engine, take in charge of CR regarding to RWA engine.
  • Be responsible for developing internal models for economic capital: IRRBB and Market risk (advance method), economic capital aggregation; maintaining the calculation of economic capital periodically.
  • Be responsible for developing the risk models for CCR and market risk for internal risk management.
  • Take part in developing the scenario stress test and executing market risk stress test periodically (in scope of ICAAP).
  • Organize the internal training for fresh member.

Company Overview

Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK

https://tuyendung.vpbank.com.vn Number of employees: Trên 10.000

Thành lập năm 1993, Ngân hàng TMCP Việt Nam Thịnh Vượng (VPBank) là một trong những Ngân hàng TMCP hàng đầu tại Việt Nam với hơn 200 điểm giao dịch trên toàn... View more

Market Risk Modeling - Hà Nội - TA083

Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK