Thông tin công việc
Chức Danh: Capital Governance Senior - Hà Nội
Loại hình công việc: Nhân viên chính thức
Mức lương: Cạnh tranh
Công ty: Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK
Mô tả
- Calculate Credit risk RWA according to Standardized Approach as SBV Circular 41 and perform reports periodically/adhoc for BOM, SBV and related parties; Analyze main drivers for RWA result, optimization opportunities for CAR & RWA
- Enhance Data model for Basel III implementation
- Develop tool for CR RWA calculation under both Basel III SA, FIRB, AIRB approach
- Develop methodology & implement credit risk RWA stress test under FIRB, AIRB
- Take part in DWH project, IFRS9 project, Limit management project and other projects of Risk division
Yêu cầu
- Graduate university or higher level on major Finance – Banking, Auditing, Economic mathematics, Statistics or related majors.
- Have at least 5 year experience on working in the banking sector, in which at least 3 year experience on working in credit risk management field. Experience on working in credit risk model and credit portfolio analysis field as a plus.
- Have basic knowledge on RWA/CAR calculation according to Basel II, Basel III requirements. Experience on implementing similar projects as a plus.
- Have deep knowledge about credit products and banking systems (core-banking, LOS, limit management, collateral…).
- Proficient in computer skills, especially MS Excel, SQL. Having ability to program VBA as a plus.
- Have ability to work independently and work in team.
- Have excellent skills of problem analysis and solving.
- Have excellent skills of communication and presentation.
- Fluent user in English speaking, writing, reading and listening;
- Have ability to work under pressure.
BENEFITS
- 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
Yêu cầu bằng cấp: Chưa nhập
Yêu cầu hồ sơ:
- Độ tuổi:
Không giới hạn tuổi
Yêu cầu độ tuổi: Chưa nhập
Yêu cầu kinh nghiệm: Chưa nhập
Yêu cầu giới tính: Chưa nhập
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Thành lập năm 1993, Ngân hàng TMCP Việt Nam Thịnh Vượng (VPBank) là một trong những Ngân hàng TMCP hàng đầu tại Việt Nam với hơn 200 điểm giao dịch trên toàn quốc.Là thành viên của nhóm 12 ngân hàng hàng đầu Việt Nam (G12), VPBank đang từng bước khẳng định uy tín của một ngân hàng năng động, có Xem chi tiết...