Integrated Risk Management

• Hà Nội

• Nhân viên

• Nhân viên chính thức

• Đại học

• 1 Năm

• Lương thỏa thuận

• Kế toán / Kiểm toán, Ngân hàng, Quản trị rủi ro

• Khối Quản trị rủi ro

• 29/12/2025

• Bảo hiểm
• Du Lịch
• Phụ cấp
• Đồng phục
• Thưởng
• Chăm sóc sức khỏe
• Đào tạo
• Tăng lương
• Phụ cấp thâm niên
• Chế độ nghỉ phép

1. Capital Adequacy Management:

• Manage the bank's Risk-Weighted Assets (RWA), with a primary focus on the Credit Risk RWA component.

• Co-ordinate with other teams and departments to calculate and monitor the bank's - Capital Adequacy Ratio (CAR) in accordance with Circular 41.

• Perform periodic and ad-hoc reports on the bank's CAR for the Board of Management, SBV, and related parties.

• Implement the Internal Capital Adequacy Assessment Process (ICAAP) periodically, which includes conducting stress tests for the credit risk component, aggregating other material risk components, and reporting to the SBV and related parties.
• Deliver CAR Disclosure Reports in accordance with SBV requirements and Basel's market discipline requirements.

2. Credit Risk Management:

• Perform comprehensive analyses and report on Credit Risk RWA, risk-adjusted returns, and provide recommendations for portfolio management and credit risk mitigation for each Business Unit.
• Analyze opportunities to optimize Credit Risk RWA mitigation within the portfolio.

3. DataModel& System Development:

• Cooperate with IT, EDA and other divisions to ensure the completeness of data for RWA calculation and further analysis.
• Develop calculation engine for Basel III Reforms implementation, focusing on the calculation of Credit Risk RWA under FIRB and AIRB approaches.

4. Initiatives & Projects:

• Implement the Basel III Reforms project for the credit risk component.
• Conduct research on best practices in risk management and Basel regulations within the banking industry to facilitate their application in the organization.
• Participate in other initiatives/projects of the Risk Division.

1. Educational Qualifications

• Graduate university or higher level with a major in Economic mathematics, Statistics, Finance – Banking, Auditing, or related majors.
• CFA, FRM is a plus

2.Relevant Knowledge/ Expertise

• Experience working in the banking sector, credit risk management, credit risk model and credit portfolio analysis field is a plus.

• Basic RWA/CAR calculation knowledge according to Basel II 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.

Job tags: Integrated Risk Management Credit Risk & Capital Adequacy Management - Ha Noi - TA