Head of Integrated Risk Reporting & Analytics
Tasks
- Analyze RWA CAR portfolio dynamics
- Assess data quality and resolve data issues
- Build ICAAP methodology and capital planning frameworks
- Calculate and validate LCR NSFR metrics
- Consolidate and interpret stress testing results
- Coordinate annual ICAAP submission
- Define liquidity risk and IRRBB measurement methodologies
- Develop and oversee Basel capital adequacy methodology
- Ensure CAR RWA calculation integrity and compliance
- Identify RWA drivers and capital consumption impacts
- Lead regulatory engagement on Basel implementation with State Bank of Vietnam
- Maintain business requirements and logical data models
- Monitor Basel developments and recommend framework enhancements
- Oversee capital and liquidity stress testing
- Prepare and submit Basel Pillar 3 disclosures
- Standardize capital and risk appetite reporting to EXCO BOM BOD
- Train and coach team on Basel requirements and capital analytics
Perks/Benefits
- N/A
Skills/Tech-stack
Basel II | Basel III | Capital Adequacy Ratio | Capital adequacy | Capital planning | Credit Risk | Data Modeling | Data Quality | Data Quality Management | Funding ratio | ICAAP | IRRBB | Liquidity Coverage Ratio | Liquidity Risk | Microsoft Excel | Net Stable Funding Ratio | Pillar 3 | Quality management | Risk Weighted Assets | Risk appetite | Risk strategy | SQL | Stress Testing
Education
Roles
Analytics | Head | Head of Risk | Head of Risk Analytics | Head of Risk Reporting | Risk Analytics
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