1.Develop and prepare bank-wide risk management reports (including RCO reports):
- Define targets/scopes of the reports
- Develop analytic tools/models
- Draft template, check data source and calculation rules
- Review reports
2.Develop and prepare reports for SBV, partners (IFC, Moodys)
- Define targets/scopes of the reports
- Study related regulations/standards (SBV or partners’ requirements, limit indicators, etc.)
- Develop analytic tools
- Draft template, check data source and calculation rules
- Review reports
- Response for SBV and partners’ important questions
3.Calculate provision & develop risk (NPL and provision) budget/plan
- Study related regulations/standards (IFRS, SBV, Basel, etc.)
- Participate in developing methodologies/models/process of provisioning
- Draft template, check data source and calculation rules
- Write BRD for provisioning automation.
- Calculate provision and develop budget
4.Participate in data quality improvement, concentration, automation and integration
- Define problems with data related to risk division
- Initiate data improvement solution/requirements
- Initiate/participate in the process of report automation
- Participate in the process of RMD report reconciliation.
- Develop policy documents related to risk reporting
- Control Risk Reporting Framework compliance of other risk departments
5.Participate in IFRS9 project (LGD calculation, ECL methodology development and testing, financial impact analysis, etc.)
1. Educational Qualifications
- University degree in mathematics, IT or finance, economic, banking
2. Relevant Knowledge/ Expertise
- Banking products and systems
- Risk/Statistical analysis
- IFRS is a plus
3. Skills
- Advance user in MS excel
- SAS, SQL is a plus.
- Portfolio measurement techniques and methods
- Risk analysis techniques and tools
- Data mining
4. Relevant Experience
- At least 3 years’ experience in risk management/risk analysis at banking
5. Required Competencies
- Logical thinking
- Adaptability and commitment
- Excellent in English
- Excellent communication and presentation skills
Benefit
- 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
