Balance Sheet Risk Management Expert – ID9258

• 1. Ensuring the compliance and accuracy of: - Business requirement documents for Market risk and Operational risk RWA calculation engine, Cash flow/Liquidity engine - Market risk, Counterparty credit risk, Operational risk RWA calculation/management based on SBV and Basel requirements - Liquidity risk and IRRBB policies, regulations based on Basel III requirements - ICAAP, ILAAP and other stress tests execution - Balance sheet models for main items on/off balance sheet of banks to forecast customer behaviors - Prototypes for automation reports of market risk, cash flow, liquidity risk, operational risk. 2. Managing the team's operation and meeting the demands of business: - Lead the team (Plan, explain, motivate, escalate, promote, train, push, protect,...) - Plan and track the teams tasks - Interact with Team Heads and Program Management - Produce presentations - Produce reports 3. Coordinate with other related parties/units/teams to delivery monthly, quarter, ad-hoc, internal/SBV RWA reports and Report project progress to PMs and outcomes to Product owners 4. Team management - Assign KPI, assess KPI for team member - Organize training/back-up process.

Job Requirements

• Educational Qualifications - Graduate university or higher level on major Finance – Banking, Economics, Accounting, Auditing, or other related majors …
• Relevant Knowledge/ Expertise - Have at least 5 year experience on working in the banking sector, in which at least 3 year experience on working in projects/areas that relate to Market risk management, Liquidity risk or Basel II … - Have basic knowledge on RWA/CAR calculation according to Basel II’s requirements.
• Experience on implementing similar projects as a plus - Have profound knowledge/experience to comprehend and analyze the bank’s balance sheet and financial statement - Have deep knowledge about banking products and operations (credit, deposit, trading…) and sound knowledge banking systems (core-banking, LOS, limit management, collateral…)
• Skills - Proficient in computer skills, especially MS Excel - Fluent user in English speaking, writing, reading and listening - Good command on managerial and leadership skills (mentorship, direction, team building/motivating, evaluation, result-orientation…) - High competence of work planning and direction - Excellent skills in critical reasoning, problem solving, negotiation, coordination and motivation - Have sound on some technical languages such as Ms Access, VBA, data model
• 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.