1. 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.

2. 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

3. 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

4. Team management

- Assign KPI, assess KPI for team member

- Organize training/back-up process.

Educational Qualifications

- 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