Chuyên Viên/Chuyên Viên Chính Quản trị rủi ro Tích hợp (Mảng QTRR tín dụng & Basel II) - Hà Nội - TA107Ngân hàng TMCP Việt Nam Thịnh Vượng - VPBank

Nơi làm việc: Hà Nội

Ngành nghề: Đầu tư, Thống kê, Ngân hàng/ Tài Chính, Chứng khoán - Vàng, Thiết kế đồ họa - Web

Thu nhập: Cạnh tranh

Hình thức: Toàn thời gian

Ngày đăng: 01/10/2024

Hạn nộp: 31/10/2024

Ứng tuyển

Phản ánh

Mô tả công việc

Mô tả Công việc
Calculate Credit risk RWA according to the Standardized Approach as SBV Circular 41 and perform reports periodically/ad-hoc 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 of possible optimization room for RWA mitigation, enhancement and validation 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 the IFRS9 project, Limit management project, and other projects of the Risk division
Calculate Credit risk RWA according to the Standardized Approach as SBV Circular 41 and perform reports periodically/ad-hoc 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 of possible optimization room for RWA mitigation, enhancement and validation 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 the IFRS9 project, Limit management project, and other projects of the Risk division

Yêu cầu

Yêu Cầu Công Việc
1. Educational Qualifications
Graduate university or higher level with a major in Economic mathematics, Statistics, Finance - Banking, Auditing, or related majors.
2. Relevant Knowledge/ Expertise
Have at least 2 years of experience working in the banking sector, and at least 1 year of experience working in the credit risk management field. Experience working in credit risk model and credit portfolio analysis field as a plus.
Basic RWA/CAR calculation knowledge according to Basel II's requirements. Experience in implementing similar projects is a plus.
Know about credit products and banking systems (core banking, LOS, limit management, collateral...).
3. Skills
Proficient in computer skills, especially MS Excel, and SQL. Having the ability to program VBA is a plus.
Have the ability to work independently and work in a team.
Have excellent skills in problem analysis and solving.
Have excellent skills of communication and presentation.
Fluent user in English speaking, writing, reading, and listening;
Have the ability to work under pressure.
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

Quyền lợi

Laptop
Chế độ bảo hiểm
Du Lịch
Phụ cấp
Chế độ thưởng
Chăm sóc sức khỏe
Đào tạo
Tăng lương
Công tác phí
Nghỉ phép năm

Thông tin khác

Bằng cấp:
Đại học
Độ tuổi:
Không giới hạn tuổi
Lương:
Cạnh tranh

Nộp hồ sơ ngay

Giới thiệu công ty

Ngân hàng TMCP Việt Nam Thịnh Vượng - VPBank việc làm

Thỏa thuận

Hà Nội

08/10/2024

Vị trí Chuyên Viên/Chuyên Viên Chính Quản trị rủi ro Tích hợp (Mảng QTRR tín dụng & Basel II) - Hà Nội - TA107 do công ty Ngân hàng TMCP Việt Nam Thịnh Vượng - VPBank tuyển dụng tại Hà Nội, Joboko tự động tổng hợp mức lương Cạnh tranh, tìm thêm việc làm về Chuyên Viên/Chuyên Viên Chính Quản trị rủi ro Tích hợp (Mảng QTRR tín dụng & Basel II) - Hà Nội - TA107 hoặc công ty Ngân hàng TMCP Việt Nam Thịnh Vượng - VPBank ở các link phía trên

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