Capital Governance Junior

Mô Tả Công Việc                                                     

•     Calculate Credit risk RWA according to Standardized Approach as SBV Circular 41 and perform reports periodically/adhoc 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 possible optimization room for RWA mitigation, enhance and validate 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 IFRS9 project, Limit management project and other projects of Risk division 

Yêu Cầu Công Việc                                                     

1. Educational Qualifications

•     Graduate university or higher level on major Economic mathematics, Statistics, Finance – Banking, Auditing or related majors.

2. Relevant Knowledge/ Expertise

•    Have at least 2 year experience on working in the banking sector, in which at least 1 year experience on working in credit risk management field. Experience on working in credit risk model and credit portfolio analysis field as a plus.
•     Have basic knowledge on RWA/CAR calculation according to Basel II’s requirements. Experience on implementing similar projects as a plus.
•     Have knowledge about credit products and banking systems (core-banking, LOS, limit management, collateral…).

3. Skills

•     Proficient in computer skills, especially MS Excel, SQL. Having ability to program VBA as a plus.
•    Have ability to work independently and work in team.
•     Have excellent skills of problem analysis and solving.
•     Have excellent skills of communication and presentation.
•     Fluent user in English speaking, writing, reading and listening;
•     Have ability to work under pressure.

Benefits:

• Competitive salary and bonus package
•     Staff loan with special interest rates
•     Traing 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