Market Risk Specialist

JOB DESCRIPTION

Monitor and maintain Market Risk Management Framework and related policies/procedures, keep them up-to-date and compliant with group and local regulations:

• Support line manager to assess counterparty credit risks and to review limits to banks and other third-party such as repayment & disbursement, subvention and insurance partners in line with the company’s Risk Appetite
• Monitor Key Risks and related Key Risk Indicators to ensure the business is operating within stated Risk Appetite Limits and timely report any breach
• Perform risk control functions, including daily report preparation for exposure monitoring and investigate of limit warning/excess
• Monitor and analyze current risk exposure through time
• Monitor counterparty credit risk mitigations
• Prepare regular and ad-hoc market risk data and reports including behavioral payment curves, drive data and reporting automation
• Support manager to prepare regular material for ALCO and regular Group reports
• Closely collaborate with Treasury and Funding teams, review their proposals with respect to off-market benchmarks and provide recommendations to line manager
• Other tasks assigned by Line Manager

KEY REQUIREMENTS

• Experience in one of these areas: Market & Liquidity Risk Management, Treasury, Funding, Financial Planning & Analysis or External Audit
• Experience in banks or financial companies is preferable
• Good stakeholder management & cross-functional collaboration skills
• Good written and verbal communication skills in both English and Vietnamese

COMPENSATION & BENEFITS

• 13th Salary Fixed and KPI Bonus
• Premium Health Care
• 24/7 Accidental Insurance
• 100% Social Insurance
• Meal + Phone Allowance
• Yearly Medical Checkup
• 15 Annual Leaves
• Professional and Transparent Working Environment
• Apply Latest Financial Technology in the World