1. Develop Liquidity Risk Measurement Models
- Ensure effective monitoring of compliance with policies, procedures, and limits related to liquidity risk.
- Conduct periodic cross-checks (sample checks) of staff performance within the Department.
- Establish criteria for classification and selection of indicators, including qualitative, quantitative, and behavioral indicators; develop models, perform backtesting during the development process, and possess strong knowledge of model execution and validation techniques.
- Perform post-control activities for violation reports and manage reports/information provided outside the Department.
- Coordinate with relevant units in developing/amending software systems and documentation to implement risk measurement models.
- Develop/adjust policies, regulations, procedures, and guidelines related to risk models and business support, covering the full lifecycle from model development, validation, system implementation to application of model results in risk forecasting.
2. Perform Liquidity Risk Management Activities
- Monitor compliance with liquidity risk management regulations in accordance with internal policies and State Bank of Vietnam (SBV) regulations.
- Ensure high quality of risk management reports related to operational activities.
- Effectively manage personnel to ensure efficient departmental performance.
Job Requirements
Education:
- Bachelor's degree or higher in Finance, Banking, or related fields.
Knowledge:
- In-depth knowledge of financial analysis and risk management in banking operations, especially accounting mechanisms, Basel regulations, and SBV regulations.
- Strong knowledge of Machine Learning (Regression, Decision Trees, Neural Networks).
- Candidates with solid knowledge of risk management and bank balance sheet structure are preferred.
Experience:
- Minimum of 3 years of experience in market risk management at banks or financial institutions (insurance companies, securities firms, asset management companies, etc.).
Skills:
- Strong communication, teamwork, planning, and performance management skills.
- Proficient in programming languages such as PL/SQL, Python, R, etc.
