CVCC Mô Hình Rủi Ro Tích Hợp Toàn thời gian

Khối Quản Trị Nguồn Nhân Lực - 89 Láng Hạ, Quận Đống Đa, Hà Nội
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Các Phúc Lợi Dành Cho Bạn

Thu nhập hấp dẫn, lương thưởng cạnh tranh theo năng lực
Thưởng các Ngày lễ, Tết (theo chính sách ngân hàng từng thời kỳ)
Được vay ưu đãi theo chính sách ngân hàng từng thời kỳ

Mô Tả Công Việc

• Develop internal models for economic capital charge calculation regarding to IRRBB and Market risk, Concentration risk in trading book, Economic capital aggregation;
• Develop the risk models for CCR and market risk for internal risk management.
• Develop internal model approach for economic capital charge calculation regarding to liquidity risk, IRRBB,
• Executing market liquidity risk stress test, integrated stress test
• Develop the Internal capital adequacy process
• Update and maintain the business requirement document of Cash Flow Engine; In charge of testing the accuracy of this Engine
Benefits:
• Competitive salary;
• 13th month bonus, Performance bonus, holiday & training;
• 16 annual leave days
• Education benefits: The bank training institute will monthly send a list of courses for employees to choose their suitable course. Therefore, you can self-registration due to your job requirements;
• Insurance: Insurance under labor law + private insurance for individuals.
• Have opponunity to participate in many great events;
• Working under energisitic, friendly environment and good chances to develop your career.

Yêu Cầu Công Việc

• Professional qualification:
• Graduate university or higher level on major Finance – Banking, Economics; Econometrics and other related majors.
• FRM or CFA certificate is plus.
Experience:
• Have at least 4 year experience on working in the banking sector;
• Experience at least 3 years in working in Liquidity Risk, Market Risk;
• Have basic knowledge on RWA/CAR calculation according to Basel II’s; requirements. Experience on implementing similar projects as a plus.
• Understand about banking products (especially MM, FX, Bond, Options and other Derivatives) and banking systems.
• Have strong background on Econometrics and risk models (VaR, ES).
Skills:
• Proficient in computer skills, especially Excel, VBA and basic SQL;
• Fluent user in English speaking, writing, reading and listening;
• Strong communication skills, team-working skills and problem solving skills;

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