Mô tả Công việc
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.