Senior Risk Analyst - Hà Nội - TA107

1.  Develop and prepare bank-wide risk management reports (including RCO reports):

• Define targets/scopes of the reports
• Develop analytic tools/models
• Draft template, check data source and calculation rules
• Review reports

2.      Develop and prepare reports for SBV, partners (IFC, Moodys)

• Define targets/scopes of the reports
• Study related regulations/standards (SBV or partners’ requirements, limit indicators, etc.)
• Develop analytic tools
• Draft template, check data source and calculation rules
• Review reports
• Response for SBV and partners’ important questions

3.      Calculate provision & develop risk (NPL and provision) budget/plan

• Study related regulations/standards (IFRS, SBV, Basel, etc.)
• Participate in developing methodologies/models/process of provisioning
• Draft template, check data source and calculation rules
• Write BRD for provisioning automation.
• Calculate provision and develop budget

4.      Participate in data quality improvement, concentration, automation and integration

• Define problems with data related to risk division
• Initiate data improvement solution/requirements
• Initiate/participate in the process of report automation
• Participate in the process of RMD report reconciliation.
• Develop policy documents related to risk reporting
• Control Risk Reporting Framework compliance of other risk departments

1. Educational Qualifications

• University degree in mathematics, IT or finance, economic, banking

2. Relevant Knowledge/ Expertise

• Banking products and systems
• Risk/Statistical Analysis
• IFRS is a plus

3.      Skills

• Advance user in MS excel
• SAS, SQL is a plus.
• Portfolio measurement techniques and methods
• Risk analysis techniques and tools
• Data mining

4.     Relevant Experience

• At least 3 years’ experience in risk management/risk analysis at banking

5.     Required Competencies

• Logical thinking
• Adaptability and commitment
• Excellent in English
• Excellent communication and presentation skills