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Head of Integrated Risk Reporting & Analytics

Aloha Consulting Group

Job Location:

Hanoi - Vietnam

Salary: Not provided by the employer

Experience Required: 10years

Posted: 24 May 2026 (30+ days ago)

Application Deadline: 21 August 2026

Vacancies: 1 Vacancy

The job posting is outdated and position may be filled

Job Summary

ACG3545JOB

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 relevant resources and information to complete the annual ICAAP submission.
Ensure ICAAP reports are comprehensive submitted on time and compliant with Basel and State Bank of Vietnam requirements.
Align the Banks capital plan with its business strategy and risk appetite.

3. Stress Testing Capital & Liquidity

Oversee and coordinate the development of scenarios assumptions and capital impact analyses for stress testing exercises.
Work closely with ALM Treasury Finance and other relevant functions to consolidate and interpret stress testing results.
Ensure stress testing is conducted in line with Basel standards and regulatory requirements.
Provide analytical outputs to support early risk warning capital planning and management decision-making.

4. Liquidity Risk & IRRBB Metrics

Oversee methodologies for measuring liquidity risk and Interest Rate Risk in the Banking Book within the Basel framework.
Collaborate with Treasury and ALM teams to calculate review and validate key prudential ratios.
Ensure LCR NSFR and IRRBB metrics are measured accurately and in compliance with applicable regulations.
Support internal monitoring and regulatory compliance requirements.

5. Basel Reporting & Disclosure Pillar 3

Lead the preparation review and submission of capital adequacy reports and Basel disclosure reports in accordance with regulatory and external disclosure requirements.
Standardize capital and risk appetite information presented to EXCO BOM and BOD.
Ensure regulatory reports Pillar 3 disclosures and internal management reports are submitted on time.
Maintain consistency accuracy and compliance with Basel standards across all reporting outputs.

6. Portfolio Analysis RWA Dynamics

Conduct analysis of RWA/CAR movements across portfolios segments and business lines.
Identify key drivers impacting capital consumption and portfolio-level capital utilization.
Deliver timely and accurate portfolio analytics reports.
Provide insights to support capital-based business management and strategic decision-making.

7. Business Analysis & Data Stewardship

Support the development and review of Business Requirement Documents capital calculation systems and logical data models for Basel implementation.
Coordinate with Enterprise Data Analytics and relevant stakeholders to assess data quality and address data-related issues.
Ensure business requirements and BRDs are clearly defined comprehensive and suitable for system implementation.
Track consolidate and escalate data issues in a timely manner.

8. Regulatory Engagement & Basel Enhancement

Lead discussions with the State Bank of Vietnam on Basel implementation capital methodology and proposed enhancements to the Banks Basel framework.
Monitor international Basel developments and recommend improvements to the Banks capital management framework.
Ensure all regulatory interactions are transparent well-prepared and compliant with both periodic and ad hoc requirements.
Continuously enhance the Basel framework in line with leading market practices.

9. People Capability Development

Train and coach team members on Basel requirements capital analytics and capital adequacy management.
Strengthen the teams capabilities in analysis implementation monitoring and regulatory compliance.
Build a technically capable team to support sustainable Basel implementation.
Drive continuous improvement in the quality and effectiveness of Basel execution.

Requirements

Educational Qualifications

Bachelors degree in Banking & Finance Financial Mathematics International Economics or other relevant disciplines.
FRM and/or CFA certification is preferred.

Relevant Knowledge / Expertise

In-depth knowledge of RWA and CAR calculation requirements under Basel II/Basel III. Prior experience in similar implementation projects would be a strong advantage.
Strong understanding of international standards and best practices in risk management.
Solid knowledge of financial market products and banking systems such as core banking systems KONDOR or equivalent platforms.

Skills

Excellent analytical and problem-solving skills.
Strong communication and presentation skills.
Proficient in computer applications particularly MS Excel and SQL.
Excellent English proficiency across speaking writing reading and listening.
Ability to work effectively under pressure.

Relevant Experience

Minimum 10 years of experience in the banking sector particularly in credit risk management including at least 5 years of experience in risk strategy Basel II or related projects.
Extensive experience in system development and solution design for risk management.
Strong understanding of banking products and operations including lending deposits and transactions.
Solid experience in audit activities and regulatory compliance assessment.
Proven experience managing teams of 15 or more employees.

Required Competencies

Ability to work independently as well as collaboratively in a team environment.
Excellent analytical thinking and problem-solving capabilities.

Due to the immense number of applicants only shortlisted candidates will be contacted

Required Skills:

Bachelors degree or higher in Finance Banking Business Administration Information Technology or Economics. Preferred postgraduate qualifications such as MBA Finance and Banking Fintech or Data Analytics. Minimum 10 years of experience in banking or financial services. At least 5 years of experience in middle or senior management roles in digital banking retail banking or digital product development. Experience in retail banking products including consumer lending cards payments and personal deposits. Strong knowledge of digital banking systems Knowledge of fintech data analytics and artificial intelligence applications in financial services. Ability to develop and implement digital banking strategies. Experience in digital transformation and large-scale project management. Strong leadership change management and business performance management capabilities. Strategic thinking market analysis and business planning skills. Leadership decision-making and project management skills. Communication negotiation and executive presentation skills. Fluent English communication skills. Ability to work with international partners technology organizations and digital solution providers. Innovative mindset high adaptability and ability to work under pressure. Strong sense of responsibility ethics and compliance awareness. Contact: Huong Do Due to the immense number of applications only shortlisted candidates will be contacted

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