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Market Risk Modeling - Hà Nội

Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK
Ngày cập nhật: 10/06/2021

Thông tin tuyển dụng

Phúc lợi

  • Chế độ bảo hiểm
  • Du Lịch
  • Chế độ thưởng
  • Chăm sóc sức khỏe
  • Đào tạo
  • Tăng lương

Mô tả công việc

  • 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.

Yêu cầu công việc

  • Bachelor’s Degree or higher in Finance – Banking, Economics, Econometrics and other related majors
  • At least 3 year experience in market and liquidity risk management
  • Good understanding of banking products (especially MM, FX, Bond, Options and other Derivatives) and banking systems.
  • FRM certificate is plus
  • Strong background on Econometrics and risk models (VaR, ES)
  • High level of computer literacy, especially Excel, VBA and basic SQL
  • English proficiency in all skills: speaking, writing, reading and listening
  • Strong communication skills, team-working skills and problem solving skills


  • 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 (12-16 days, 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

Thông tin khác

  • Hình thức: Nhân viên chính thức

Giới thiệu về công ty

Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK Tổng số nhân viên: 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... Xem thêm

Market Risk Modeling - Hà Nội

Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK