Manager - Credit Risk Modelling (Risk Services)

Lương không công khai

Quận Ba Đình, Hà Nội (On-site)

Nghỉ trọn T7, CN

Hạn chót 28/11/2026

Đăng 14 ngày trước

Ít hơn 20 ứng viên

Yêu cầu công việc

Requirements:

• Bachelor’s or Master’s degree in Banking, Finance, or Economics with a strong

quantitative emphasis, together with highly relevant work experience in banks,

financial institutions, or other Big4 organisations. A background in econometrics or

data analysis is highly desirable.

• Over five years’ relevant experience in one or more of the following areas: Basel

II/III/SBV Basel regulations focusing on Credit Risk RWA, ICAAP, Stress Testing, Credit

Risk Modelling, Credit Risk Management Framework, or Basel/Credit Risk technology

and solution development and implementation.

• Professional certifications such as Financial Risk Manager (FRM) or Chartered

Financial Analyst (CFA) are regarded as a distinct advantage.

• Strong technical skills, including advanced proficiency in Excel, VBA, SQL, and

database familiarity.

• Demonstrated analytical mindset and sound business acumen; excellent verbal and

written communication skills; meticulous attention to detail; and strong self-

motivation.

• Proven ability to mentor junior staff, work independently with minimal supervision,

and collaborate effectively within team environments. Experience in people

management is a plus.

• Capability to act as a credible counterpart to business leaders and senior

management, and to build enduring, trusted advisor relationships through a deep

understanding of business challenges and risk implications.

Yêu cầu nên có

Background in econometrics or data analysis Financial Risk Manager (FRM) certification Chartered Financial Analyst (CFA) certification Experience in people management

Công việc cụ thể là gì?

Position Summary

We are seeking experienced professionals at Manager or Senior Manager level to join our Risk Consulting team in Ho Chi Minh City/ Hanoi. This role offers the opportunity to participate in high-profile regulatory and risk transformation projects with leading banks in Vietnam. The principal focus will be on Basel III and State Bank of Vietnam (SBV) Basel regulations, particularly concerning Credit Risk implementation.


Key Responsibilities

• Deliver Basel III/SBV Basel regulatory projects for banks, with an emphasis on Credit Risk.

• Analyse large-scale banking data and develop methodologies, calculation logic, and tools compliant with Basel II/III and SBV Basel regulations. This includes calculations for Capital Adequacy Ratio (CAR), Risk-Weighted Assets (RWA), Internal Capital Adequacy Assessment Process (ICAAP), as well as credit risk and credit concentration risk stress testing.

• Develop and refine framework documentation related to Basel III/SBV Basel credit risk, including policies, procedures, and internal guidelines.

• Support the implementation of credit models, Basel computation engines, and risk analytics data marts. Tasks include the development of Business Requirements Documents (BRD), conducting User Acceptance Testing (UAT), and providing support for end-to-end system deployment.

• Conduct training programmes and facilitate knowledge sharing, whilst engaging in research and development of new risk models, methodologies, and analytical applications.

• Ngày làm việc: T2 - T6 • Giờ làm việc: 9:00 - 18:00 • Cấp bậc: Quản lý • Loại công việc: Toàn thời gian

Quyền lợi có gì?

Lương thưởng

Performance Bonus

Bảo hiểm & sức khoẻ

Health Insurance for yourself, your spouse and children