Vietnam Job Openings
Techcombank
Expert, Market and Liquidity Risk Analysis (40000794)
October 16, 2024
16 Oct 2024
Expert, Market and Liquidity Risk Analysis (40000794)
Category: Risk Management Division
Job Type:
Facility: Risk Management
Job Purpose
The job holder is responsible for:
- Research and advice on market risk (MR), interest risk on banking book (IRRBB)/ liquidity risk (LR) management in terms of risk metrics, risk analysis, control system / tools, data and system to improve quality of risk management in MR, IRRBB / LR
Key Accountabilities (1)
1. Responsible for human resource management and development
- Research documents, national/international standards, documents of partners in the field of expertise (professional documents, governance trends, documents describing risk measurement/ risk management...), select and put into application.
- Participate in professional knowledge/ risk management governance/ policy training courses to team members
Key Accountabilities (2)
2. Professional responsibilities
2.1. MR, IRRBB/ LR Policy
2.5. MR, IRRBB/ LR Risk data and system
2.1. MR, IRRBB/ LR Policy
- Develop unit's procedures and guidance for MR, IRRBB/LR
- Participate in train and knowledge sharing on policies, process and guidance
- Support units in the bank in reviewing relevant internal documents.
- Assess business's limit proposal, identify MR, IRRBB/ LR from business initiative, product
- Design and propose risk mitigation solution to the unit's SM, SE
- Support SM in limit control, early-warning; limit breach assessment to comply with the regulations on MR, IRRBB / LR and regulatory requirement
- Support SM in CCR limit control of the unit; early-warning (MR only)
- Guide SO, O analyze portfolio risk (static and forecast), Stress test, scenario analysis, ad-hoc report to propose recommendation on change of portfolios or needed actions; Review the report to submit to the unit's SM.
- Participate in development and implementation of Liquidity contingency plan and Liquidity Fire-Drill: Assess on performance of LFD, LCP, scenarios, cashflow projection,… for liquidity crisis; Review LCP, procedure on LCP, dimensions to assess LFD, reporting and data for LFD…; Update regulation to enhance the practice (for LR only)
- Study, develop methodology/tools and implement capital calculation compliance according to SBV and ICAAP requirements for MR, IRRBB, CCR, concentration risk in trading book (MR only).
- Research and support business units in measuring capital efficiency (MR only).
2.5. MR, IRRBB/ LR Risk data and system
- Cooperate with the Model team on building a database for the limit set-up, monitoring, management and portfolio analysis and propose to SM
- Guide SO, O to implement the development, improvement and operation of measurement and control systems and tools of the unit
- Research under professional guidance of SE on risk management standards, SBV requirements and propose the implementation roadmap to the Senior Manager
Key Accountabilities (3)
3. Other tasks:
- Research and propose improvements in risk management
- Other tasks assigned by Senior Manager
Key Relationships - Direct Manager
Senior Manager, Risk Analysis (Market Risk/ Liquidity Risk)
Key Relationships - Direct Reports
None
Key Relationships - Internal Stakeholders
GTS, Treasury, Audit, Risk management division, Technology and Operation CA and related party
Key Relationships - External Stakeholders
Consultant, vendors to provide consulting and techology service...
Success Profile - Qualification and Experiences
- Experience
- Degree/Profession:
+ Priority is given to candidates who have more international certificates in Finance, widely accepted financial risk management such as CFA, FRM.
- Expertise:
+ In-depth understanding of Vietnam's financial market/products
+ Ability to self-study, self-update knowledge of the financial market according to the experience / new knowledge updated in the industry to apply effectively.
- Minimum TOEIC 600
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