Công Ty Cổ Phần Chứng Khoán KAFI

Mô tả Công việc

1.Develop and prepare bank-wide risk management reports (including RCO reports):

• Define targets/scopes of the reports
• Develop analytic tools/models
• Draft template, check data source and calculation rules
• Review reports

2.Develop and prepare reports for SBV, partners (IFC, Moodys)

• Define targets/scopes of the reports
• Study related regulations/standards (SBV or partners’ requirements, limit indicators, etc.)
• Develop analytic tools
• Draft template, check data source and calculation rules
• Review reports
• Response for SBV and partners’ important questions

3.Calculate provision & develop risk (NPL and provision) budget/plan

• Study related regulations/standards (IFRS, SBV, Basel, etc.)
• Participate in developing methodologies/models/process of provisioning
• Draft template, check data source and calculation rules
• Write BRD for provisioning automation.
• Calculate provision and develop budget

4.Participate in data quality improvement, concentration, automation and integration

• Define problems with data related to risk division
• Initiate data improvement solution/requirements
• Initiate/participate in the process of report automation
• Participate in the process of RMD report reconciliation.
• Develop policy documents related to risk reporting
• Control Risk Reporting Framework compliance of other risk departments

5.Participate in IFRS9 project (LGD calculation, ECL methodology development and testing, financial impact analysis, etc.)

Yêu Cầu Công Việc

1.    Educational Qualifications

• University degree in mathematics, IT or finance, economic, banking

2.  Relevant Knowledge/ Expertise

• Banking products and systems
• Risk/Statistical analysis
• IFRS is a plus

3.  Skills

• Advance user in MS excel
• SAS, SQL is a plus.
• Portfolio measurement techniques and methods
• Risk analysis techniques and tools
• Data mining

4.  Relevant Experience

• At least 3 years’ experience in risk management/risk analysis at banking

5.  Required Competencies

• Logical thinking
• Adaptability and commitment
• Excellent in English
• Excellent communication and presentation skills

Benefit

• Competitive salary and bonus package
• Staff loan with special interest rates
• Traing 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