VPBANK ★ 3.8

1. Ensuring the compliance and accuracy of:
- Business requirement documents for Market risk and Operational risk RWA calculation engine, Cash flow/Liquidity engine
- Market risk, Counterparty credit risk, Operational risk RWA calculation/management based on SBV and Basel requirements
- Liquidity risk and IRRBB policies, regulations based on Basel III requirements
- ICAAP, ILAAP and other stress tests execution
- Balance sheet models for main items on/off balance sheet of banks to forecast customer behaviors
- Prototypes for automation reports of market risk, cash flow, liquidity risk, operational risk.
2. Managing the team's operation and meeting the demands of business:
- Lead the team (Plan, explain, motivate, escalate, promote, train, push, protect,...)
- Plan and track the teams tasks
- Interact with Team Heads and Program Management
- Produce presentations
- Produce reports
3. Coordinate with other related parties/units/teams to delivery monthly, quarter, ad-hoc, internal/SBV RWA reports and Report project progress to PMs and outcomes to Product owners
4. Team management
- Assign KPI, assess KPI for team member
- Organize training/back-up process.

Job Requirements
Educational Qualifications
- Graduate university or higher level on major Finance – Banking, Economics, Accounting, Auditing, or other related majors …
Relevant Knowledge/ Expertise
- Have at least 5 year experience on working in the banking sector, in which at least 3 year experience on working in projects/areas that relate to Market risk management, Liquidity risk or Basel II …
- Have basic knowledge on RWA/CAR calculation according to Basel II’s requirements. Experience on implementing similar projects as a plus
- Have profound knowledge/experience to comprehend and analyze the bank’s balance sheet and financial statement
- Have deep knowledge about banking products and operations (credit, deposit, trading…) and sound knowledge banking systems (core-banking, LOS, limit management, collateral…)
Skills
- Proficient in computer skills, especially MS Excel
- Fluent user in English speaking, writing, reading and listening
- Good command on managerial and leadership skills (mentorship, direction, team building/motivating, evaluation, result-orientation…)
- High competence of work planning and direction
- Excellent skills in critical reasoning, problem solving, negotiation, coordination and motivation
- Have sound on some technical languages such as Ms Access, VBA, data model
Benefits
- Competitive salary and bonus package
- Staff loan with special interest rates
- Training 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.