Tin tuyển dụng

Portfolio Analysis Senior/Expert - ID4652

Lương Thoả thuận

Đăng 11 phút trước Còn 21 ngày để ứng tuyển

Mức độ phù hợp --%

Ứng tuyển ngay

Nhắn tin

Tra cứu lương thị trường việc làm

Tóm tắt

Yêu cầu:

Chuyên môn:

Địa điểm làm việc (đã được cập nhật theo Danh mục Hành chính mới - thêm quận/huyện cũ tương ứng để dễ dàng tra cứu)

- Hà Nội: Phường Đống Đa (quận Đống Đa cũ)

Mô tả công việc

Risk-Based Performance Measurement & Capital Allocation
- Coordinate with Finance Division to develop risk-based performance measurement methodologies (e.g., capital consumption, lifecycle profitability).
- Design and support the implementation of risk-adjusted performance mechanisms across the full credit lifecycle.
- Analyze risk-adjusted performance and capital consumption by industry and product.
Industry & Product Portfolio Analytics:
- Conduct industry- and product-level portfolio analysis to identify high-potential segments for strategic entry or expansion.
- Provide actionable, risk-return–based recommendations to Business Units, focusing on capital efficiency and capital consumption optimization.
ICAAP & Stress Testing:
- Implement the Internal Capital Adequacy Assessment Process (ICAAP) periodically, which includes conducting stress tests for the credit risk component, aggregating other material risk components, and reporting to the SBV and related parties.
- Perform credit risk stress testing under IRB approach, including develop and enhance stress testing methodologies.
- Perform ad-hoc stress testing at portfolio or industry level upon the requests from senior management.
Perform other tasks as assigned by the Director/Manager or Team Lead.

Yêu cầu ứng viên

Educational Qualifications
- Graduate university or higher level with a major in Economic mathematics, Statistics, Finance – Banking, Auditing, or related majors.
- CFA, FRM is a plus
Relevant Knowledge/ Expertise
- At least 4 years of relevant experience in one or more of the following areas: Banking and financial institutions, Risk management or credit risk analytics, Risk-adjusted performance measurement, capital allocation, or portfolio analytics
- Strong understanding of: Risk-adjusted return concepts (RAROC, economic capital, lifecycle profitability), Credit risk and stress testing methodologies, Portfolio and industry-level analytics, Basel-related frameworks
Skills
- Proficient in MS Excel, and SQL. Having the ability to program VBA is a plus.
- Have the ability to work independently and work in a team.
- Have excellent skills in problem analysis and solving.
- Have excellent skills of communication and presentation.
- Fluent user in English speaking, writing, reading, and listening.
- Have the ability to work under pressure.
- Demonstrates strong ownership, attention to detail, and a proactive working attitude.

Quyền lợi được hưởng

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.

Thời gian làm việc

Thứ 2 - Thứ 6 (từ 08:00 đến 17:30)

Thứ 7 (từ 08:00 đến 12:00)

Báo cáo tin tuyển dụng
Nếu bạn thấy rằng tin tuyển dụng này không đúng hoặc có dấu hiệu lừa đảo,
hãy phản ánh với chúng tôi.

Ứng tuyển ngay

Danh mục Nghề liên quan

Tài chính/Ngân hàng/Bảo hiểm Thẩm định và quản trị rủi ro Quản trị rủi ro

Kỹ năng cần có

Excel Kỹ năng giao tiếp Phân tích dữ liệu Báo Cáo Tài Chính trình bày Quản Lý Rủi Ro Định Giá Tài Sản Phân Tích Định Lượng Phân Tích Danh Mục Đầu Tư Xem thêm Thu gọn