Trưởng phòng cao cấp Quản trị chiến lược & chính sách rủi ro tích hợp

ACG_3643_JOB Our client is a leading bank in Vietnam who is looking for a qualified candidate to join their firm. 1. Risk Management Strategy Develop policies, regulations, procedures, and methodologies for enterprise-wide risk management, and design and implement the Bank’s overall risk management framework. Manage the Bank’s current and future risk profile. Develop a comprehensive framework of risk management policies and risk appetite policies. Develop a list of material risks. Develop the risk appetite framework and cascade risk limits from the senior management level to lower levels. 2. Basel II and Advanced Basel Implementation Lead the implementation of Basel II and Advanced Basel initiatives. 3. RWA and Capital Adequacy Management Manage and take responsibility for the calculation and management of risk-weighted assets (RWA), the capital adequacy ratio (CAR) in accordance with Circular No. 41/2016/TT-NHNN, and risk-adjusted return on equity (RROE), for reporting to the State Bank of Vietnam and submission to the Executive Committee and Board of Management on a monthly basis. 4. Liquidity Risk, IRRBB, Stress Testing, and ICAAP Management Manage and take responsibility for calculating and managing liquidity risk indicators and Interest Rate Risk in the Banking Book (IRRBB) under the Basel framework. Manage the implementation of capital and liquidity stress tests and the Internal Capital Adequacy Assessment Process (ICAAP) in accordance with Circular No. 13/2018/TT-NHNN for reporting to the State Bank of Vietnam and the Bank’s senior management. 5. Product Risk Management Develop product risk management methodologies and relevant documents for the implementation of product risk management. Develop tools and enhance the product risk management reporting framework. 6. Oversight of Risk Management Councils and Committees Develop regulations and operating procedures for risk management councils and committees. Periodically report on the activities of the committees and councils to the relevant competent authorities. 7. Compliance and Risk Reporting Reconcile and review compliance and risk reports, including CAR reports and risk reports submitted to the State Bank of Vietnam, periodic reports of the Risk Committee, and external risk reports. Ensure that all reports are submitted in a timely manner to support effective control of the Bank’s risks. 8. Risk Analysis and Assessment Proactively conduct impact analyses and risk assessments of existing risks and identify potential risks that may affect the Bank. 9. Basel Audit Management Manage comprehensive Basel audits and regulatory assessments, review audit feedback to ensure the timely completion of corrective actions, and conduct audits where appropriate. 10. Talent Retention and Knowledge Enhancement Recruit, train, manage, and develop personnel within the function and its teams. Support, educate, and train employees to enhance their risk awareness. Requirements Educational Qualifications Bachelor’s degree in Banking and Finance, Financial Mathematics, International Economics, or other relevant disciplines. FRM or CFA certification is required. Relevant Knowledge and Expertise In-depth knowledge of RWA and CAR calculations in accordance with Basel II and Basel III requirements. Experience in implementing similar projects is considered an advantage. In-depth knowledge of international standards and best practices in risk management. In-depth knowledge of financial market products and banking systems, including core banking systems, KONDOR, and other relevant platforms. Skills Excellent analytical and problem-solving skills. Excellent communication and presentation skills. Proficiency in computer applications, particularly Microsoft Excel and SQL. Proficiency in spoken and written English, including reading and listening skills. Ability to work effectively under pressure. Relevant Experience A minimum of 10 years of experience in the banking industry, particularly in credit risk management, including at least five years of experience working on projects or in areas related to risk strategy or Basel II. In-depth knowledge and experience in system development and the development of risk management solutions. In-depth knowledge of banking products and operations, including lending, deposits, and transactions. Extensive experience in auditing and regulatory compliance assessment. Required Competencies Ability to work independently and collaboratively within a team. Excellent analytical and problem-solving skills. Contact: Gia Huy Due to the immense number of applications, only shortlisted candidates will be contacted.