1. Capital Adequacy & RWA Methodology — Basel Pillar 1

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  Lead the development, enhancement, and oversight of CAR/RWA calculation methodologies under Basel II/III, covering both standardized and advanced approaches.
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  Ensure the integrity of methodologies, input data, and compliance with regulatory requirements issued by the State Bank of Vietnam.
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  Maintain and update RWA/CAR methodologies in alignment with Basel standards and local regulatory requirements.
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  Ensure calculation results are accurate, transparent, and readily available for regulatory review and internal oversight.

2. Capital Planning & ICAAP

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  Lead the development of ICAAP methodology, capital planning, and capital forecasting frameworks.
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  Coordinate relevant resources and information to complete the annual ICAAP submission.
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  Ensure ICAAP reports are comprehensive, submitted on time, and compliant with Basel and State Bank of Vietnam requirements.
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  Align the Bank’s capital plan with its business strategy and risk appetite.

3. Stress Testing — Capital & Liquidity

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  Oversee and coordinate the development of scenarios, assumptions, and capital impact analyses for stress testing exercises.
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  Work closely with ALM, Treasury, Finance, and other relevant functions to consolidate and interpret stress testing results.
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  Ensure stress testing is conducted in line with Basel standards and regulatory requirements.
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  Provide analytical outputs to support early risk warning, capital planning, and management decision-making.

4. Liquidity Risk & IRRBB Metrics

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  Oversee methodologies for measuring liquidity risk and Interest Rate Risk in the Banking Book within the Basel framework.
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  Collaborate with Treasury and ALM teams to calculate, review, and validate key prudential ratios.
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  Ensure LCR, NSFR, and IRRBB metrics are measured accurately and in compliance with applicable regulations.
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  Support internal monitoring and regulatory compliance requirements.

5. Basel Reporting & Disclosure — Pillar 3

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  Lead the preparation, review, and submission of capital adequacy reports and Basel disclosure reports in accordance with regulatory and external disclosure requirements.
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  Standardize capital and risk appetite information presented to EXCO, BOM, and BOD.
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  Ensure regulatory reports, Pillar 3 disclosures, and internal management reports are submitted on time.
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  Maintain consistency, accuracy, and compliance with Basel standards across all reporting outputs.

6. Portfolio Analysis — RWA Dynamics

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  Conduct analysis of RWA/CAR movements across portfolios, segments, and business lines.
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  Identify key drivers impacting capital consumption and portfolio-level capital utilization.
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  Deliver timely and accurate portfolio analytics reports.
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  Provide insights to support capital-based business management and strategic decision-making.

7. Business Analysis & Data Stewardship

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  Support the development and review of Business Requirement Documents, capital calculation systems, and logical data models for Basel implementation.
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  Coordinate with Enterprise Data Analytics and relevant stakeholders to assess data quality and address data-related issues.
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  Ensure business requirements and BRDs are clearly defined, comprehensive, and suitable for system implementation.
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  Track, consolidate, and escalate data issues in a timely manner.

8. Regulatory Engagement & Basel Enhancement

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  Lead discussions with the State Bank of Vietnam on Basel implementation, capital methodology, and proposed enhancements to the Bank’s Basel framework.
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  Monitor international Basel developments and recommend improvements to the Bank’s capital management framework.
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  Ensure all regulatory interactions are transparent, well-prepared, and compliant with both periodic and ad hoc requirements.
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  Continuously enhance the Basel framework in line with leading market practices.

9. People Capability Development

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  Train and coach team members on Basel requirements, capital analytics, and capital adequacy management.
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  Strengthen the team’s capabilities in analysis, implementation, monitoring, and regulatory compliance.
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  Build a technically capable team to support sustainable Basel implementation.
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  Drive continuous improvement in the quality and effectiveness of Basel execution.

Requirements

Educational Qualifications

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  Bachelor’s degree in Banking & Finance, Financial Mathematics, International Economics, or other relevant disciplines.
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  FRM and/or CFA certification is preferred.

Relevant Knowledge / Expertise

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  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.
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  Strong understanding of international standards and best practices in risk management.
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  Solid knowledge of financial market products and banking systems, such as core banking systems, KONDOR, or equivalent platforms.

Skills

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  Excellent analytical and problem-solving skills.
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  Strong communication and presentation skills.
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  Proficient in computer applications, particularly MS Excel and SQL.
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  Excellent English proficiency across speaking, writing, reading, and listening.
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  Ability to work effectively under pressure.

Relevant Experience

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  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.
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  Extensive experience in system development and solution design for risk management.
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  Strong understanding of banking products and operations, including lending, deposits, and transactions.
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  Solid experience in audit activities and regulatory compliance assessment.
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  Proven experience managing teams of 15 or more employees.

Required Competencies

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  Ability to work independently as well as collaboratively in a team environment.
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  Excellent analytical thinking and problem-solving capabilities.