Tuyển dụng VPBank: Integrated Risk Modeling Junior (Market / Liquidity risk) - HN - TA133 tại Hà Nội (06/07/2026)

Tin tuyển dụng
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VPBank đang tuyển dụng Integrated Risk Modeling Junior (Market / Liquidity risk) - HN - TA133 — vị trí làm việc tại Hà Nội.

:clipboard: Thông tin tuyển dụng VPBank

Thông tin Chi tiết
Vị trí Integrated Risk Modeling Junior (Market / Liquidity risk) - HN - TA133
Ngân hàng VPBank
Đơn vị Khối Quản trị rủi ro
Địa điểm Hà Nội

:memo: Mô tả công việc

Job Description

  • Execute the ICAAP, ILAAP (liquidity stress test), market stress test, IRRBB stress test periodically, enhance the methodology to estimate the impact of scenario on balance sheet, capital and liquidity position.

  • Develop methodology, tools for Market risk, CCR, Operational risk capital charge requirement (based on Standardized approach and Internal models),

  • Develop risk metrics, tools (LCR, NSFR…) for Liquidity

  • Develop measurement for IRRBB (Delta EVE, Delta NII…).

  • Update and maintain the business requirement document of Market engines, Cash Flow Engine, other Cash-flow- related engine (EIR-IFRS9, Liquidity and IRRBB report); In charge of testing the accuracy of these engines.

Job Requirements
Professional qualification:

  • Graduate university or higher level on major Finance – Banking, Economics; Econometrics and other related majors.

  • FRM or CFA certificate is plus.

Experience:

  • Have good background on Market and/ or liquidity risk management

  • Have strong background on Econometrics and quantitative risk models (VaR, ES….) is a plus

  • Understand about banking products (especially MM, FX, Bond, Options and other Derivatives) and banking systems.

Skills:

  • Proficient in computer skills, especially Excel, python or equivalent programming language, and SQL;

  • Fluent user in English speaking, writing, reading and listening;

  • Strong communication skills, team-working skills and problem solving skills;

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.

:bulb: Cách thức ứng tuyển

:point_right: Xem chi tiết và ứng tuyển tại: VPBank

:date: Ngày đăng: 01/08/2026
:pushpin: Nguồn: VPBank
:owl: Đăng bởi: UB Job Crawler