Responsibilities
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
Qualifications
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
Benifit:
- Attractive income, competitive salary and bonus according to ability (1618-month package)
- Bonus on Holidays and New Year (according to banking policy from time to time)
- Get preferential loans according to the bank's policy from time to time.
- Attractive leave mode according to job rank (12-18 paid leaves/year)
- Compulsory insurance according to labor law & VPBank care insurance for employees depending on rank and working time.
- Participate in training courses depending on the Training Framework for each position.
- Working time: Monday - Friday & Saturday morning (two Saturday mornings/month off)
- A Dynamic, friendly working environment with many opportunities for training, learning and development; participate in many interesting cultural activities (sports events, talents, teambuilding activities...)