ACG_3545_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, enhancement, and oversight of CAR/RWA calculation methodologies under Basel II/III, covering both standardized and advanced approaches.
- Ensure the integrity of methodologies, input data, and compliance with regulatory requirements issued by the State Bank of Vietnam.
- Maintain and update RWA/CAR methodologies in alignment with Basel standards and local regulatory requirements.
- Ensure calculation results are accurate, transparent, and readily available for regulatory review and internal oversight.
2. Capital Planning & ICAAP
- Lead the development of ICAAP methodology, capital planning, and capital forecasting frameworks.
- Coordinate relevan...