The Role
Lead the development and oversight of capital adequacy, ICAAP methodology, stress testing, liquidity risk measures, and Basel reporting for a bank in Vietnam. Ensure compliance with regulatory standards and enhance methodologies through effective team management and stakeholder engagement.
Summary Generated by Built In
ACG_3545_JOB
Our client is a leading bank in Vietnam who is looking for a qualified candidate to join their firm:
1. Capital Adequacy & RWA Methodology — Basel Pillar 1- Lead the development, enhancement, and oversight of CAR/RWA calculation methodologies under Basel II/III, covering both standardized and advanced approaches.
- Ensure the integrity of methodologies, input data, and compliance with regulatory requirements issued by the State Bank of Vietnam.
- Maintain and update RWA/CAR methodologies in alignment with Basel standards and local regulatory requirements.
- Ensure calculation results are accurate, transparent, and readily available for regulatory review and internal oversight.
- Lead the development of ICAAP methodology, capital planning, and capital forecasting frameworks.
- Coordinate relevant resources and information to complete the annual ICAAP submission.
- Ensure ICAAP reports are comprehensive, submitted on time, and compliant with Basel and State Bank of Vietnam requirements.
- Align the Bank’s capital plan with its business strategy and risk appetite.
- Oversee and coordinate the development of scenarios, assumptions, and capital impact analyses for stress testing exercises.
- Work closely with ALM, Treasury, Finance, and other relevant functions to consolidate and interpret stress testing results.
- Ensure stress testing is conducted in line with Basel standards and regulatory requirements.
- Provide analytical outputs to support early risk warning, capital planning, and management decision-making.
- Oversee methodologies for measuring liquidity risk and Interest Rate Risk in the Banking Book within the Basel framework.
- Collaborate with Treasury and ALM teams to calculate, review, and validate key prudential ratios.
- Ensure LCR, NSFR, and IRRBB metrics are measured accurately and in compliance with applicable regulations.
- Support internal monitoring and regulatory compliance requirements.
- Lead the preparation, review, and submission of capital adequacy reports and Basel disclosure reports in accordance with regulatory and external disclosure requirements.
- Standardize capital and risk appetite information presented to EXCO, BOM, and BOD.
- Ensure regulatory reports, Pillar 3 disclosures, and internal management reports are submitted on time.
- Maintain consistency, accuracy, and compliance with Basel standards across all reporting outputs.
- Conduct analysis of RWA/CAR movements across portfolios, segments, and business lines.
- Identify key drivers impacting capital consumption and portfolio-level capital utilization.
- Deliver timely and accurate portfolio analytics reports.
- Provide insights to support capital-based business management and strategic decision-making.
- Support the development and review of Business Requirement Documents, capital calculation systems, and logical data models for Basel implementation.
- Coordinate with Enterprise Data Analytics and relevant stakeholders to assess data quality and address data-related issues.
- Ensure business requirements and BRDs are clearly defined, comprehensive, and suitable for system implementation.
- Track, consolidate, and escalate data issues in a timely manner.
- Lead discussions with the State Bank of Vietnam on Basel implementation, capital methodology, and proposed enhancements to the Bank’s Basel framework.
- Monitor international Basel developments and recommend improvements to the Bank’s capital management framework.
- Ensure all regulatory interactions are transparent, well-prepared, and compliant with both periodic and ad hoc requirements.
- Continuously enhance the Basel framework in line with leading market practices.
- Train and coach team members on Basel requirements, capital analytics, and capital adequacy management.
- Strengthen the team’s capabilities in analysis, implementation, monitoring, and regulatory compliance.
- Build a technically capable team to support sustainable Basel implementation.
- Drive continuous improvement in the quality and effectiveness of Basel execution.
Requirements
Educational Qualifications
- Bachelor’s degree in Banking & Finance, Financial Mathematics, International Economics, or other relevant disciplines.
- FRM and/or CFA certification is preferred.
- In-depth knowledge of RWA and CAR calculation requirements under Basel II/Basel III. Prior experience in similar implementation projects would be a strong advantage.
- Strong understanding of international standards and best practices in risk management.
- Solid knowledge of financial market products and banking systems, such as core banking systems, KONDOR, or equivalent platforms.
- Excellent analytical and problem-solving skills.
- Strong communication and presentation skills.
- Proficient in computer applications, particularly MS Excel and SQL.
- Excellent English proficiency across speaking, writing, reading, and listening.
- Ability to work effectively under pressure.
- Minimum 10 years of experience in the banking sector, particularly in credit risk management, including at least 5 years of experience in risk strategy, Basel II, or related projects.
- Extensive experience in system development and solution design for risk management.
- Strong understanding of banking products and operations, including lending, deposits, and transactions.
- Solid experience in audit activities and regulatory compliance assessment.
- Proven experience managing teams of 15 or more employees.
- Ability to work independently as well as collaboratively in a team environment.
- Excellent analytical thinking and problem-solving capabilities.
Due to the immense number of applicants, only shortlisted candidates will be contacted
Skills Required
- Bachelor's degree in Banking & Finance or related field
- FRM and/or CFA certification
- Minimum 10 years of experience in the banking sector
- At least 5 years in risk strategy or Basel II related projects
- Experience in managing teams of 15 or more employees
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The Company
What We Do
Aloha Consulting Group (ACG) is a consulting firm specializing in digital transformation, technology, marketing, investment, and financial services. Its mission is to make finding rewarding jobs easier and to be a leading firm in Southeast Asia by leveraging human elements and technology.
