Risk Assessment & Management

1. Job Overview
The position is responsible for the development, implementation and enhancement of the Bank's risk management framework. The role ensures compliance with regulatory requirements and internal policies, while aligning risk management practices with the Bank's overall business strategies and objectives. In addition, the role supports data-driven decision-making across the organization by delivering actionable risk analysis and insights.
2. Key Responsibilities
• Develop, implement and maintain a comprehensive risk management framework including internal policies, procedures, guidelines and manuals aligned with regulatory requirements.
• Lead the end-to-end lifecycle of risk models including development, validation, implementation, performance monitoring and periodic model review. Ensure models comply with internal governance frameworks and external regulatory standards.
• Provide, analyze early warning signals to identify emerging risks arising from the Bank's operation and prepare recommendations for management actions.
• Perform risk measurement by establishing, performing stress test and scenario analysis across material risks in accordance with State Bank of Vietnam (SBV) regulations and the Bank's internal policies.
• Monitor the Bank's business activities assurance adherence to approved risk limits. Monitor the effectiveness of internal management, identify gaps and recommend corrective actions.
• Conduct credit review and credit monitor to assess quality and risk profile of the Bank's loan portfolio and to ensure credit process comply with internal policies and regulatory requirements.
• Prepare periodic and ad-hoc risk management reports for SBV and internal control.
• Coordinate with/contact to SBV on matters related to risk management.