ACG_3642_JOB
Our client is a leading bank in Vietnam who is looking for a qualified candidate to join their firm.
1. Capital Adequacy & RWA Methodology (Basel Pillar 1)
- Lead the development, updating, and oversight of CAR/RWA calculation methodologies under Basel II/III, including standardized and advanced approaches.
- Ensure the integrity of methodologies and input data, as well as compliance with the requirements of the State Bank of Vietnam (SBV).
2. Capital Planning & ICAAP
- Lead the development of the ICAAP methodology, capital planning, and capital forecasting.
- Coordinate relevant resources and information to complete the annual ICAAP submission.
3. Stress Testing (Capital & Liquidity)...