Senior Market Risk Modeling - Hà Nội
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Hà Nội: Tòa tháp 89 Láng Hạ, Đống Đa, Hà Nội
MÔ TẢ CÔNG VIỆC
- Monthly calculate the market, OpR RWA and related reports. Maintain the RWA engine, take in charge of CR regarding to RWA engine.
- Be responsible for developing internal models for economic capital: IRRBB and Market risk (advance method), economic capital aggregation; maintaining the calculation of economic capital periodically.
- Be responsible for developing the risk models for CCR and market risk for internal risk management.
- Take part in developing the scenario stress test and executing market risk stress test periodically (in scope of ICAAP).
- Organize the internal training for fresh member.
YÊU CẦU ỨNG VIÊN
- Bachelor’s Degree or higher in Finance – Banking, Economics, Econometrics and other related majors
- At least 3 year experience in market and liquidity risk management
- Good understanding of banking products (especially MM, FX, Bond, Options and other Derivatives) and banking systems.
- FRM certificate is plus
- Strong background on Econometrics and risk models (VaR, ES)
- High level of computer literacy, especially Excel, VBA and basic SQL
- English proficiency in all skills: speaking, writing, reading and listening
- Strong communication skills, team-working skills and problem solving skills
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 (12-16 days, 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
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