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Ngân hàng TMCP Phương Đông | OCB · Hồ Chí Minh
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Hồ Chí Minh, Hồ Chí Minh, Hồ Chí Minh

Tổng quan

  • 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.
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • Experience:
  • Minimum 3+ years in credit risk, collateral management, or a related function within banking
  • Hands-on experience with credit policy, underwriting, or risk strategy
  • Exposure to secured lending products (mortgage, auto, SME, or corporate lending
  • Technical Skills:
  • Good understanding of different collateral types and their risk characteristics (real estate, vehicles, financial assets, etc.)
  • Familiarity with LTV frameworks, collateral coverage analysis, and forced-sale/recovery dynamics
  • Ability to interpret portfolio data and translate findings into policy rules

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