Tóm lược
- Yêu cầu kỹ thuật:
- MS SQL ,
- MS Excel ,
- VBA
Mô tả công việc
Tóm tắt công việc
Monthly calculate the market, OpR RWA and related reports. Maintain the RWA engine, take in charge of CR regarding to RWA engine.
Be responsible for developing internal models for economic capital: IRRBB and Market risk (advance method), economic capital aggregation; maintaining the calculation of economic capital periodically.
Be responsible for developing the risk models for CCR and market risk for internal risk management.
Take part in developing the scenario stress test and executing market risk stress test periodically (in scope of ICAAP).
Organize the internal training for fresh member.
BENEFIT
Competitive salary and bonus package
Staff loan with special interest rates
Training 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 (12-16 days, 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
Yêu cầu công việc
Bachelor’s Degree or higher in Finance – Banking, Economics, Econometrics and other related majors
At least 3 year experience in market and liquidity risk management
Good understanding of banking products (especially MM, FX, Bond, Options and other Derivatives) and banking systems.
FRM certificate is plus
Strong background on Econometrics and risk models (VaR, ES)
High level of computer literacy, especially Excel, VBA and basic SQL
English proficiency in all skills: speaking, writing, reading and listening
Strong communication skills, team-working skills and problem solving skills
Ngôn ngữ
-
English
Nói: Intermediate - Đọc: Intermediate - Viết: Intermediate
Yêu cầu kỹ thuật
- MS SQL
- MS Excel
- VBA
NĂNG LỰC
- Risk Management
- Communication Skills
- Problem Solving Skills
Thông tin doanh nghiệp
VPBank (Vietnam Prosperity Joint-Stock Commercial Bank) is one of the earliest-established Joint-stock Commercial banks in Vietnam with over 200 transaction points nationwide.
VPBank was established in 1993. As a member of the group of 12 leading banks in Vietnam (G12), VPBank is taking steps to reaffirm its reputation as a dynamic bank with stable financial capacity and responsibility to the community. To achieve this ambitious vision, VPBank has implemented an aggressive growth strategy for the period 2012 - 2017 with the support of McKinsey, one of the world’s leading consulting companies. Accordingly, VPBank will focus on organic growth in targeted customer segments, build up foundation systems expeditiously to serve its growth needs, and monitor opportunities in the market actively.
The development of human resources is one of the key activities in the development strategy of our bank. At VP Bank, the staff are working in a dynamic and professional environment, and we also organize the training courses for enhancing the employees's skills and bring the promotion opportunities to all staff of the bank.