Welcome To Talentnetwork

Join Our Talent Network

What is a Talent Network

Joining our Talent Network will enhance your job search and application process. Whether you choose to apply or just leave your information, we look forward to staying connected with you.

Why Join?

  • Receive alerts with new job opportunities that match your interests
  • Receive relevant communications and updates from our organization
  • Share job opportunities with family and friends through Social Media or email

Join our Talent Network today!

Job Benefit

  • Insurance
  • Travel opportunities
  • Allowances
  • Incentive bonus
  • Health checkup
  • Training & Development
  • Salary review
  • Business Expense
  • Annual Leave

Job Description

1. Daily work.

  • Execute the ICAAP and ILAAP (liquidity stress test) on semi-annual basis: continuously enhance the methodology to estimate the impact of scenario on balance sheet, capital and liquidity position.
  • Execute MR/CCR/OR capital charge calculation engines on monthly basis. continuously enhance the methodology and calculation process to follow SBV regulations.

2. Market and Liquidity models and measurements

  • Develop methodology, tools for Market risk, CCR, CVA capital charge requirement (based on Standardized approach and Internal models),
  • Develop risk metrics, tools (LCR, NSFR…) for Liquidity
  • Develop measurement for IRRBB (earning at risk, economic at risk…).
  • Update and maintain the business requirement document of Market risk capital charge engines, other Cash-flow- related engine (EIR-IFRS9, Liquidity and IRRBB report); In charge of testing the accuracy of these engines.

Job Requirement

Professional qualification: 

  • Graduate university or higher level on major Finance – Banking, Economics; Econometrics and other related majors. 
  • FRM or CFA certificate is plus.

Experience: 

  • Have at least 1-3 year experience on working Market and/ or liquidity risk management
  • Have strong background on Econometrics and quantitative risk models (VaR, ES….) is a plus
  • Understand about banking products (especially MM, FX, Bond, Options and other Derivatives) and banking systems

Skills: 

  • Proficient in computer skills, especially Excel and SQL; 
  • Fluent user in English speaking, writing, reading and listening; 
  • Strong communication skills, team-working skills and problem solving skills; 

     Benefits:

  • Competitive salary and bonus package
  • Staff loan with special interest rates
  • Traing 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

Hướng dẫn ứng tuyển

Bước 1: Điền vào Mẫu thông tin ứng viên VPBank, tải mẫu tại đây,
Bước 2: Chọn nút "Ứng tuyển" bên trên và làm theo hướng dẫn.
Bước 3: Sau khi hoàn tất bước ứng tuyển, nếu đã ứng tuyển thành công, Bạn sẽ nhận được Thư xác nhận ứng tuyển thành công từ VPBank. Vui lòng đọc email để nắm các thông tin hướng dẫn tuyển dụng tại VPBank. (Lưu ý: Ứng viên có thể Ứng tuyển bằng CV cá nhân)

Chúc Bạn Sức khỏe và Thành công.

Similar Jobs

Chuyên viên chính Vận hành POS

  • Location: Ha Noi
  • Number: 1
Expired Date: 11/07/2024
Expired Date: 30/08/2024
Expired Date: 31/07/2024
Expired Date: 30/08/2024
Expired Date: 30/08/2024
Expired Date: 30/08/2024
Expired Date: 03/07/2024

 

Thanks for joining our Talent Network,

By joining our Talent Network you have not officially applied to a position.

Please apply now to become candidates for vacancies or continue update resume.