Balance Sheet Risk Management Expert – ID9258

Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK · Hà Nội

Loại hình

Toàn thời gian

Hình thức

Tại văn phòng

Cấp bậc

Nhân viên

Ngành nghề

Ngành nghề khác

Mức lương

Thương lượng

Địa điểm

Hà Nội, Hà Nội, Hà Nội

Tổng quan

Ensuring the compliance and accuracy of:
Business requirement documents for Market risk and Operational risk RWA calculation engine, Cash flow/Liquidity engine
Market risk, Counterparty credit risk, Operational risk RWA calculation/management based on SBV and Basel requirements
Liquidity risk and IRRBB policies, regulations based on Basel III requirements
ICAAP, ILAAP and other stress tests execution
Balance sheet models for main items on/off balance sheet of banks to forecast customer behaviors
Prototypes for automation reports of market risk, cash flow, liquidity risk, operational risk.
Managing the team's operation and meeting the demands of business:
Lead the team (Plan, explain, motivate, escalate, promote, train, push, protect,...)
Plan and track the teams tasks
Interact with Team Heads and Program Management
Produce presentations
Produce reports
Coordinate with other related parties/units/teams to delivery monthly, quarter, ad-hoc, internal/SBV RWA reports and Report project progress to PMs and outcomes to Product owners
Team management
Assign KPI, assess KPI for team member
Organize training/back-up process.

Graduate university or higher level on major Finance – Banking, Economics, Accounting, Auditing, or other related majors …
Relevant Knowledge/ Expertise
Have at least 5 year experience on working in the banking sector, in which at least 3 year experience on working in projects/areas that relate to Market risk management, Liquidity risk or Basel II …
Have basic knowledge on RWA/CAR calculation according to Basel II’s requirements. Experience on implementing similar projects as a plus
Have profound knowledge/experience to comprehend and analyze the bank’s balance sheet and financial statement
Have deep knowledge about banking products and operations (credit, deposit, trading…) and sound knowledge banking systems (core-banking, LOS, limit management, collateral…)
Skills
Proficient in computer skills, especially MS Excel
Fluent user in English speaking, writing, reading and listening
Good command on managerial and leadership skills (mentorship, direction, team building/motivating, evaluation, result-orientation…)
High competence of work planning and direction
Excellent skills in critical reasoning, problem solving, negotiation, coordination and motivation
Have sound on some technical languages such as Ms Access, VBA, data model

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