Balance Sheet Risk Management Expert/Senior - HN - TA133

Job description

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

• 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.