Junior Integrated Risk Management (Credit Risk & Capital Adequacy...
Vietnam Prosperity Joint-Stock Commercial Bank (VPBank)
근무지
Hanoi
고용 형태
풀 타임
구인 상세
Integrated Risk Management (Credit Risk & Capital Adequacy Management)
The job holder will monitor the bank’s capital adequacy ratio by coordinating with the Finance Division and will be responsible for the bank’s Risk-Weighted Assets (RWA). Additionally, the job holder will implement Basel-related projects with a focus on the credit risk component and perform other related tasks.
1, Job Description
Capital Adequacy Management:
Manage the bank’s Risk-Weighted Assets (RWA), with a primary focus on the Credit Risk RWA component.
Co-ordinate with other teams and departments to calculate and monitor the banks Capital Adequacy Ratio (CAR) in accordance with Circular 41.
Perform periodic and ad-hoc reports on the bank’s CAR for the Board of Management, SBV, and related parties.
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.
Deliver CAR Disclosure Reports in accordance with SBV requirements and Basels market discipline requirements.
Credit Risk Management:
Perform comprehensive analyses and report on Credit Risk RWA, risk-adjusted returns, and provide recommendations for portfolio management and credit risk mitigation for each Business Unit.
Analyze opportunities to optimize Credit Risk RWA mitigation within the portfolio.
Data Model & System Development:
Cooperate with IT, EDA and other divisions to ensure the completeness of data for RWA calculation and further analysis.
Develop calculation engine for Basel III Reforms implementation, focusing on the calculation of Credit Risk RWA under FIRB and AIRB approaches.
Initiatives & Projects:
Implement the Basel III Reforms project for the credit risk component.
Conduct research on best practices in risk management and Basel regulations within the banking industry to facilitate their application in the organization.
Participate in other initiatives/projects of the Risk Division
