Ngân Hàng TMCP Việt Nam Thịnh Vượng (VPBank)

Balance Sheet Risk Management Expert - ID9258

Thoả thuận

Mức độ phù hợp --%

Địa điểm

Hà Nội

Kinh nghiệm

5 năm

Hạn ứng tuyển

04/09/2026

Đã kích hoạt - HSD: {{ gift?.expired }}

Tổng quan

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.
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
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
Team management
- Assign KPI, assess KPI for team member
- Organize training/back-up process.

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

Ngân hàng, Tài chính

Negotiation, Ms Excel, Problem Solving, VBA, data model, Coordination, Motivation, critical reasoning, Ms Access

Mentorship, Leadership Skills, Team Building, Evaluation, work planning, managerial skills, result-orientation, direction

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.

Quyền lợi bổ sung