Head of Integrated Risk Reporting & Analytics

ACG_3545_JOB Our client is a leading bank in Vietnam who is looking for a qualified candidate to join their firm: 1. Capital Adequacy & RWA Methodology — Basel Pillar 1 Lead the development, enhancement, and oversight of CAR/RWA calculation methodologies under Basel II/III, covering both standardized and advanced approaches. Ensure the integrity of methodologies, input data, and compliance with regulatory requirements issued by the State Bank of Vietnam. Maintain and update RWA/CAR methodologies in alignment with Basel standards and local regulatory requirements. Ensure calculation results are accurate, transparent, and readily available for regulatory review and internal oversight. 2. Capital Planning & ICAAP Lead the development of ICAAP methodology, capital planning, and capital forecasting frameworks. Coordinate relevant resources and information to complete the annual ICAAP submission. Ensure ICAAP reports are comprehensive, submitted on time, and compliant with Basel and State Bank of Vietnam requirements. Align the Bank’s capital plan with its business strategy and risk appetite. 3. Stress Testing — Capital & Liquidity Oversee and coordinate the development of scenarios, assumptions, and capital impact analyses for stress testing exercises. Work closely with ALM, Treasury, Finance, and other relevant functions to consolidate and interpret stress testing results. Ensure stress testing is conducted in line with Basel standards and regulatory requirements. Provide analytical outputs to support early risk warning, capital planning, and management decision-making. 4. Liquidity Risk & IRRBB Metrics Oversee methodologies for measuring liquidity risk and Interest Rate Risk in the Banking Book within the Basel framework. Collaborate with Treasury and ALM teams to calculate, review, and validate key prudential ratios. Ensure LCR, NSFR, and IRRBB metrics are measured accurately and in compliance with applicable regulations. Support internal monitoring and regulatory compliance requirements. 5. Basel Reporting & Disclosure — Pillar 3 Lead the preparation, review, and submission of capital adequacy reports and Basel disclosure reports in accordance with regulatory and external disclosure requirements. Standardize capital and risk appetite information presented to EXCO, BOM, and BOD. Ensure regulatory reports, Pillar 3 disclosures, and internal management reports are submitted on time. Maintain consistency, accuracy, and compliance with Basel standards across all reporting outputs. 6. Portfolio Analysis — RWA Dynamics Conduct analysis of RWA/CAR movements across portfolios, segments, and business lines. Identify key drivers impacting capital consumption and portfolio-level capital utilization. Deliver timely and accurate portfolio analytics reports. Provide insights to support capital-based business management and strategic decision-making. 7. Business Analysis & Data Stewardship Support the development and review of Business Requirement Documents, capital calculation systems, and logical data models for Basel implementation. Coordinate with Enterprise Data Analytics and relevant stakeholders to assess data quality and address data-related issues. Ensure business requirements and BRDs are clearly defined, comprehensive, and suitable for system implementation. Track, consolidate, and escalate data issues in a timely manner. 8. Regulatory Engagement & Basel Enhancement Lead discussions with the State Bank of Vietnam on Basel implementation, capital methodology, and proposed enhancements to the Bank’s Basel framework. Monitor international Basel developments and recommend improvements to the Bank’s capital management framework. Ensure all regulatory interactions are transparent, well-prepared, and compliant with both periodic and ad hoc requirements. Continuously enhance the Basel framework in line with leading market practices. 9. People Capability Development Train and coach team members on Basel requirements, capital analytics, and capital adequacy management. Strengthen the team’s capabilities in analysis, implementation, monitoring, and regulatory compliance. Build a technically capable team to support sustainable Basel implementation. Drive continuous improvement in the quality and effectiveness of Basel execution. Requirements Educational Qualifications Bachelor’s degree in Banking & Finance, Financial Mathematics, International Economics, or other relevant disciplines. FRM and/or CFA certification is preferred. Relevant Knowledge / Expertise In-depth knowledge of RWA and CAR calculation requirements under Basel II/Basel III. Prior experience in similar implementation projects would be a strong advantage. Strong understanding of international standards and best practices in risk management. Solid knowledge of financial market products and banking systems, such as core banking systems, KONDOR, or equivalent platforms. Skills Excellent analytical and problem-solving skills. Strong communication and presentation skills. Proficient in computer applications, particularly MS Excel and SQL. Excellent English proficiency across speaking, writing, reading, and listening. Ability to work effectively under pressure. Relevant Experience Minimum 10 years of experience in the banking sector, particularly in credit risk management, including at least 5 years of experience in risk strategy, Basel II, or related projects. Extensive experience in system development and solution design for risk management. Strong understanding of banking products and operations, including lending, deposits, and transactions. Solid experience in audit activities and regulatory compliance assessment. Proven experience managing teams of 15 or more employees. Required Competencies Ability to work independently as well as collaboratively in a team environment. Excellent analytical thinking and problem-solving capabilities. Due to the immense number of applicants, only shortlisted candidates will be contacted