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) Oversee and coordinate the development of scenarios and assumptions, as well as the assessment of capital impacts for bank-wide stress tests. Coordinate with the ALM, Treasury, and Finance functions to consolidate the results. 4. Liquidity Risk & IRRBB Metrics Oversee the methodologies for measuring ...