Thông tin chi tiết
Cạnh tranh
Không Áp Dụng Làm Việc Từ Nhà
1 Năm
Nhân viên chính thức
Phúc lợi
- Chế độ bảo hiểm
- Du Lịch
- Chế độ thưởng
- Chăm sóc sức khỏe
- Đào tạo
- Tăng lương
Mô tả Công việc
1. Daily work.
- Execute the ICAAP and ILAAP (liquidity stress test) on semi-annual basis: continuously enhance the methodology to estimate the impact of scenario on balance sheet, capital and liquidity position.
- Execute MR/CCR/OR capital charge calculation engines on monthly basis. continuously enhance the methodology and calculation process to follow SBV regulations.
2. Market and Liquidity models and measurements
- Develop methodology, tools for Market risk, CCR, CVA capital charge requirement (based on Standardized approach and Internal models),
- Develop risk metrics, tools (LCR, NSFR…) for Liquidity
- Develop measurement for IRRBB (earning at risk, economic at risk…).
- Update and maintain the business requirement document of Market risk capital charge engines, other Cash-flow- related engine (EIR-IFRS9, Liquidity and IRRBB report); In charge of testing the accuracy of these engines.
Yêu Cầu Công Việc
- Graduate university or higher level on major Finance – Banking, Economics; Econometrics and other related majors.
- FRM or CFA certificate is plus.
- Have at least 1-3 year experience on working Market and/ or liquidity risk management
- Have strong background on Econometrics and quantitative risk models (VaR, ES….) is a plus
- Understand about banking products (especially MM, FX, Bond, Options and other Derivatives) and banking systems
- Proficient in computer skills, especially Excel and SQL;
- Fluent user in English speaking, writing, reading and listening;
- Strong communication skills, team-working skills and problem solving skills;
- 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
Professional qualification:
Experience:
Skills:
Benefits:
Thông tin khác
- Tuổi: Không giới hạn tuổi
- Phương thức làm việc: Không Áp Dụng Làm Việc Từ Nhà
Các công việc tương tự
Lương: 11 Tr - 13 Tr VND
- Hà Nội