Staff | ALM, FTP - Financial Services Full-Time 2024CÔNG TY TNHH ERNST & YOUNG VIỆT NAM (EY VIỆT NAM)

1. Major Responsibilities/Duties
Analysis and compare with requirement of SBV, Basel 2/3 about policy, methodologies, procedure, behavior model for ALM, FTP, LR, IRRBB, MR framework,
Evaluate, analyze the current state of ALM, FTP, LR, IRRBB, MR framework;
Searching, analyzing, translating, and dong the task independently;
Develop and/or tools develop guide with propose recommendation for each core area of LR and IRRBB and MR;
Work constructively with team.
2. Qualifications
Graduates Bachelor/Master/MBA Degree in Finance / Banking/ Mathematics;
Possession of CMA/CFA/FRM (completed or in progress) is a plus;
At least 1 years' experience working in commercial bank or Big4, preferably in Finance fields and/or Risk fields.
3. Knowledge/Experience/Skills;
Possessing in-depth knowledge in banking operations and prevailing banking laws & regulations
Database and programming knowledge and exposure in the use of various tools such as SQL, Oracle, R, etc. should be a privilege;
Strong analytical and mathematic sense;
Excellent written and spoken English and Vietnamese;
Good communication skills;
Self-motivated, positive attitude.
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