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.)
Job Requirement
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
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