Head of Integrated Risk
- Hanoi
- Permanent
- Full-time
+ Manage investor relations as they pertain to risk management.
+ Develop a comprehensive set of documents/framework policies on risk management and risk appetite.
+ Establish a key risk portfolio.
+ Develop a risk appetite statement and top-down risk limits.Implement Basel II and Advanced Basel standards.Manage and take responsibility for calculating Risk-Weighted Assets (RWA), Capital Adequacy Ratio (CAR) according to Circular 41/2016/TT-NHNN, and Risk-Adjusted Return on Equity (RROE) to report to the State Bank and monthly EXCO and BOM meetings.Manage and take responsibility for calculating liquidity risk indicators and interest rate risk on the banking book (IRRBB) within the Basel framework, as well as performing capital and liquidity stress tests, and conducting the Internal Capital Adequacy Assessment Process (ICAAP) in compliance with Circular 13/2018/TT-NHNN. Report results to the State Bank and bank leadership.Product Risk Management:
+ Risk management methodologies by product and related implementation documents.
+ Build tools and strengthen reporting for product risk management.Supervise the activities of risk management councils and committees:
+ Develop charters and operational procedures for risk management committees and councils.
+ Regularly report on the activities of these committees and councils to competent authorities.Reconcile, review, and ensure timely submission of compliance and risk reports (CAR reports and risk reports to the State Bank, periodic reports from the Risk Committee, external risk reports) to maintain effective bank risk control.Proactively provide impact analyses and risk assessments for current risks and identify emerging risks affecting the bank.Manage comprehensive Basel audits, regulatory assessments, review feedback, and timely close audit observations and findings where appropriate.Talent retention and knowledge enhancement:
+ Recruit, train, and manage personnel within departments/teams.
+ Support, educate, and train staff to improve risk awareness.RequirementsBachelor’s degree in Finance and Banking, Financial Mathematics, Foreign Trade Economics, or related fields.Possession of FRM (Financial Risk Manager) or CFA (Chartered Financial Analyst) certification is required.In-depth knowledge of calculating Risk-Weighted Assets (RWA) and Capital Adequacy Ratio (CAR) in accordance with Basel II/Basel III requirements. Experience in similar projects is a plus.Advanced knowledge of international best practices and standards in risk management.Extensive knowledge of financial market products and banking systems (core banking, KONDOR, etc.).Excellent analytical and problem-solving skills.Excellent communication and presentation skills.Proficient computer skills, especially MS Excel and SQL.Proficient in English (speaking, writing, reading, and listening).Ability to work under pressure.Minimum 10 years of experience working in banking, particularly in credit risk management, with at least 5 years working on projects or areas related to risk strategy or Basel II.In-depth knowledge and experience in system development and risk management solution implementation.Extensive knowledge of banking products and operations (credit, deposits, transactions, etc.).Specialized experience in auditing and regulatory compliance assessment.Ability to work independently and collaboratively in a team.Excellent analytical and problem-solving skills.Contact: Huong DoDue to the immense number of applications, only shortlisted candidates will be contacted.