Expert, Basel (40000848)

Job Purpose

The job holder participate, propose, advise on the organization and implementation of activities of the Basel Project Management Department according to assigned functions and tasks.

Key Accountabilities (1)

Identify and implement enterprise risk management tools
- IFRS9, ICAAP governance and related stress-testing methodology
- Manage and implement Basel related Project.
- Coordinate bank-wide Basel application and implementation.
- Adopt the international requirement for Risk Management (Basel II, III, IV).
- Adopt the Local requirement for Risk management from SBV (Circular 41 (CAR), Circular 13 (ICAAP) as per Basel standards.
- Evaluate and manage risk weighted assets portfolio.
- Enact policy/regulations on ICAAP
- Coordinate for the disclosure as per Pillar 3 requirement
- Implementation of material risk assessment bank-wide
- Implementation of ICAAP consolidated calculation tool
- Internal capital adequacy assessment report và solution
- Circular 13 (ICAAP) and Circular 41 risk management compliance assurance in term of policy – process – report
- Periodically evaluate and report on RWA
- Pillar 3 disclosure report
- Annually regulatory risk management report to SBV (as per Circular 13, Annex 02)
- Bank-wide risk taxonomy, material risk assessment (MRA) report
- ICAAP consolidated tool

Key Accountabilities (2)

Organize the deployment to perform the Department's tasks as prescribed:
- Deploy the Basel project with the goal of ensuring the improvement of internal control activities, risk management, Basel capital adequacy regulations of the whole goods according to the time limit prescribed by the State Bank.
- Coordinate the implementation of Basel application at units/divisions throughout the system.
- Periodically review and evaluate the portfolio of risky assets, ensuring compliance with the SBV's regulations on Basel II standards
- Implement measures to fully identify all aspects of the bank's operations to manage risky assets, meet strategic direction, and propose strategic initiatives to optimize business performance. capital use and asset management at risk.
- Propose, draft and issue policies/regulations on internal capital adequacy (ICAAP) at the request of the State Bank regarding risk management.

Key Accountabilities (3)

Urge and supervise units and individuals in the Division to fully perform their duties and responsibilities as prescribed.
Evaluate the quality and performance results of groups and individuals in the Department.
Human resource development:
- Manage resources in the unit, ensuring adequate and quality resources are maintained.
- Responsible for building and developing the unit's successor force
Other responsibilities:
- Other tasks assigned by the Center Director

Key Relationships - Direct Manager

Senior Manager, Basel

Key Relationships - Direct Reports

N/A

Key Relationships - Internal Stakeholders

Bankwide

Key Relationships - External Stakeholders

SBV, External audit, Consulting company

Success Profile - Qualification and Experiences

- Graduated from university or higher
- Minimum 8 years of experience
- Understanding the TCB . system
- Understanding the company's products/services
- Understanding the rules/operating processes in the unit
- Minimum 650 (Band 7) or equivalent