Overview of Risk Consulting
Risk Consulting provides a comprehensive suite of business solutions to help organisations meet the increasingly rigorous demands placed by regulators, shareholders, and other key stakeholders. Our team assists clients in establishing robust, sustainable, and transparent approaches to governance, risk management, and regulatory compliance. We offer services encompassing the entire Governance, Risk, and Compliance (GRC) lifecycle, from assessment and diagnostics through to design and implementation.
Our specialisms include the development and enhancement of governance structures, enterprise risk management, and internal control frameworks. We conduct board and senior management effectiveness assessments, craft risk appetite statements and tolerances, and set up early warning indicators to underpin organisational risk management objectives.
Position Summary
We are seeking experienced professionals at Senior Associate level to join our Risk Consulting team in Ho Chi Minh City. This role offers the opportunity to participate in high-profile regulatory and risk transformation projects with leading banks in Vietnam. The principal focus will be on Basel III and State Bank of Vietnam (SBV) Basel regulations, particularly concerning Credit Risk implementation.
Key Responsibilities
- Deliver Basel III/SBV Basel regulatory projects for banks, with an emphasis on Credit Risk.
- Analyse large-scale banking data and develop methodologies, calculation logic, and tools compliant with Basel II/III and SBV Basel regulations. This includes calculations for Capital Adequacy Ratio (CAR), Risk-Weighted Assets (RWA), Internal Capital Adequacy Assessment Process (ICAAP), as well as credit risk and credit concentration risk stress testing.
- Develop and refine framework documentation related to Basel III/SBV Basel credit risk, including policies, procedures, and internal guidelines.
- Support the implementation of credit models, Basel computation engines, and risk analytics data marts. Tasks include the development of Business Requirements Documents (BRD), conducting User Acceptance Testing (UAT), and providing support for end-to-end system deployment.
- Conduct training programmes and facilitate knowledge sharing, whilst engaging in research and development of new risk models, methodologies, and analytical applications.
Requirements
- Bachelor's or Master's degree in Banking, Finance, or Economics with a strong quantitative emphasis, together with highly relevant work experience in banks, financial institutions, or other Big4 organisations. A background in econometrics or data analysis is highly desirable.
- At least 3 years of relevant experience in one or more of the following areas: Basel II/III/SBV Basel regulations focusing on Credit Risk RWA, ICAAP, Stress Testing, Credit Risk Modelling, Credit Risk Management Framework, or Basel/Credit Risk technology and solution development and implementation.
- Strong technical skills, including advanced proficiency in Excel, VBA, SQL, and database familiarity.
- Demonstrated analytical mindset and sound business acumen; excellent verbal and written communication skills; meticulous attention to detail; and strong self-motivation.
