Head of Integrated Risk

ACG_3109_JOB Our client is a top-notch bank that is looking for a qualified candidate to join their firm. Job Description Develop annual frameworks and implementation plans for the Bank’s risk management policies, including model risk and other risk types across subsidiaries and affiliated banks. Conduct research and provide recommendations to the Board of Directors (BOD) on the formulation and issuance of risk management policies and risk appetite statements (excluding critical risk policies). Advise the CEO on developing and issuing risk management regulations and procedures, and design execution plans for the approved Risk Management Policy. Provide guidance, implementation support, and ongoing supervision for the execution of established policies and procedures. Establish and maintain systems to identify, assess, and evaluate key risks and their potential impact on the bank’s operations. Monitor and manage model risk arising within the organization. Collaborate with relevant departments to develop IT systems, data infrastructure, and reporting frameworks for identifying, measuring, monitoring, controlling, and reporting emerging risks in banking activities. Lead the implementation of Risk-Weighted Asset (RWA) calculations and the Internal Capital Adequacy Assessment Process (ICAAP), ensuring compliance with bank’s internal policies and the State Bank of Vietnam (SBV) regulations. Design and develop credit risk measurement models and risk assessment tools, evaluate their effectiveness, and continuously enhance models, tools, and methodologies for improved risk quantification and management. Work with related teams to integrate risk models into IT systems and build supporting data management and reporting systems for effective monitoring and control of credit risk. Conduct training sessions and disseminate information to ensure clear understanding and accurate implementation of risk management mechanisms, policies, and procedures across the organization. Assist the Risk Council and Risk Management Committee in organizing meetings, advising the CEO and BOD on risk management issues, and implementing corrective actions in response to recommendations from regulators, internal audit, and external audit reports. Requirements Minimum 5 years of managerial experience in risk management or related functions. Strong knowledge of Basel II and Basel III frameworks, particularly in capital adequacy calculations and risk estimation model development. Preferably experienced in implementing capital adequacy ratio tools under Circular 41 or IFRS 9 expected credit loss (ECL) provisioning. Proven ability to conduct independent research and lead risk management projects from planning to execution. Click the Apply button or contact Huong Do on +84 342911811 & huong.do@alohaconsulting.co