• 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

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

• Job type : Permanent
• Salary: Competitive