Khối Quản lý rủi ro, Hội sở - CVCC Chính sách rủi ro tài sản bảo đảm

Mô tả Công việc
Role Purpose:
- Own and govern the bank's collateral risk framework across retail and wholesale lending, ensuring collateral policies are sound, up-to-date, and effectively translate market realities into practical risk controls.
- Translate collateral risk appetite and market signals into clear policies covering acceptance criteria, valuation methodology, LTV standards, and appraisal authority - while collaborating closely with Credit Policy, Appraisal, and Collections to build a comprehensive and consistent approach to collateral-backed lending.
- This role is expected to take a proactive, analytical view of collateral risk and actively drive improvements to the collateral framework as markets and portfolios evolve.
Key Responsibilities:
1. Collateral Appetite & Acceptance Policy
- Define and maintain the bank's collateral acceptance framework - what types the bank will and will not accept as security
- Establish and periodically review criteria for eligible vs. ineligible collateral, including specific exclusions or restrictions by product, customer segment, or risk tier
- Ensure collateral policies are clearly documented, practical to implement at origination, and consistently applied across channels
2. Collateral Ranking & LTV Policy
- Develop and maintain the collateral ranking methodology, reflecting relative quality, liquidity, and enforceability of different collateral types
- Set and review Loan-to-Value (LTV) policies anchored to collateral ranking tiers, ensuring they appropriately reflect market risk and portfolio objectives
- Conduct periodic LTV reviews triggered by market movements, portfolio performance, or regulatory changes
3. Appraisal Governance
- Define appraisal authority frameworks - which unit (internal appraisal, external vendor, or branch) has authority to appraise depending on collateral type, loan size, and purpose of appraisal
- Work with the Appraisal team to develop and improve appraisal methodologies for different collateral classes (real estate, vehicles, machinery, financial assets, etc.)
- Ensure appraisal standards are consistent, defensible, and aligned with market practice
4. Portfolio Performance Analysis & Policy Optimization
- Monitor collateral portfolio performance - coverage ratios, forced-sale recovery rates, collateral concentration, and delinquency by collateral type
- Identify gaps and propose policy adjustments based on observed performance (e.g., tightening LTV for underperforming collateral classes, restricting certain collateral types)
- Conduct impact analysis to assess the effectiveness of policy changes on portfolio risk and approval flow
5. Market Intelligence & Policy Translation
- Track market trends relevant to collateral values - real estate cycles, vehicle depreciation, commodity prices, regulatory changes, and macro shifts
- Translate market signals into timely policy actions (e.g., tightening LTV or acceptance criteria for asset classes facing value decline, such as internal combustion vehicles)
- Maintain a forward-looking view of collateral risk, flagging emerging concerns before they materialize in portfolio losses
6. Cross-functional Collaboration
- Work with Credit Policy to ensure collateral requirements are embedded coherently within the broader underwriting framework - so both borrower and collateral risk are assessed in a unified, consistent way
- Work with Collections to develop and implement collateral-related recovery strategies, including collateral realization processes and priorities
- Collaborate with Business and Product teams to provide risk guidance on new products or market expansions that involve collateral-backed lending
- Present collateral policy changes and recommendations to senior stakeholders and credit committees in a clear, structured manner
7. Regulatory Compliance & Governance
- Ensure collateral policies comply with SBV regulations and internal risk frameworks
- Maintain strong governance over collateral documentation - version control, approval workflows, and audit trail
- Support regulatory review and audit processes related to collateral valuation and policy