Portfolio Analysis Expert – Id4652

Risk-Based Performance Measurement & Capital Allocation
• Coordinate with Finance Division to develop risk-based performance measurement methodologies (e.g., capital consumption, lifecycle profitability).
• Design and support the implementation of risk-adjusted performance mechanisms across the full credit lifecycle.
• Analyze risk-adjusted performance and capital consumption by industry and product.
Industry & Product Portfolio Analytics:
• Conduct industry- and product-level portfolio analysis to identify high-potential segments for strategic entry or expansion.
• Provide actionable, risk-return–based recommendations to Business Units, focusing on capital efficiency and capital consumption optimization.
ICAAP & Stress Testing:
• Implement the Internal Capital Adequacy Assessment Process (ICAAP) periodically, which includes conducting stress tests for the credit risk component, aggregating other material risk components, and reporting to the SBV and related parties.
• Perform credit risk stress testing under IRB approach, including develop and enhance stress testing methodologies.
• Perform ad-hoc stress testing at portfolio or industry level upon the requests from senior management.
Perform other tasks as assigned by the Director/Manager or Team Lead.
Educational Qualifications
• Graduate university or higher level with a major in Economic mathematics, Statistics, Finance – Banking, Auditing, or related majors.
• CFA, FRM is a plus
Relevant Knowledge/ Expertise
• At least 4 years of relevant experience in one or more of the following areas: Banking and financial institutions, Risk management or credit risk analytics, Risk-adjusted performance measurement, capital allocation, or portfolio analytics
• Strong understanding of: Risk-adjusted return concepts (RAROC, economic capital, lifecycle profitability), Credit risk and stress testing methodologies, Portfolio and industry-level analytics, Basel-related frameworks
Skills
• Proficient in MS Excel, and SQL. Having the ability to program VBA is a plus.
• Have the ability to work independently and work in a team.
• Have excellent skills in problem analysis and solving.
• Have excellent skills of communication and presentation.
• Fluent user in English speaking, writing, reading, and listening.
• Have the ability to work under pressure.
• Demonstrates strong ownership, attention to detail, and a proactive working attitude.
Ngành nghề: Ngân hàng, Tài chính / Đầu tư
Kinh nghiệm: 4 Năm
Cấp bậc: Nhân viên
Hình thức: Nhân viên chính thức
Địa điểm: Hà Nội