Director of Integrated Risk Management – Risk Governance Division

Job Description

• Propose and advise the Division’s Board on developing internal policies, regulations, procedures, and guidelines related to: Risk Management Framework; Risk Appetite; Risk Registers; Internal Capital Adequacy Assessment; Market Risk Management; Liquidity Risk Management; Interest Rate Risk in the Banking Book; Capital Safety Management; Environmental and Social Risk Management.
• Conduct research and maintain in-depth knowledge of key risk types, benchmark against the market, and refer to international standards (Basel Committee, etc.) to identify and comprehensively assess risk exposures arising from the Bank’s business activities.
• Validate and review the results of credit risk models and non-credit risk models.
• Develop, guide, and monitor the implementation of risk measurement models and tools, including: credit risk (RRTT), counterparty credit risk (RRTK), interest rate risk in the banking book (RRLSSNH), concentration risk in proprietary trading; tools for calculating and monitoring capital adequacy ratios; tools for capital adequacy assessment; and tools for measuring and monitoring environmental and social risk by sector and by credit exposure.
• Monitor, supervise, and report risk status (including RRTT, RRTK, RRLSSNH, concentration risk in proprietary trading) to ensure all activities remain within approved limits and thresholds.
• Develop early warning indicators and propose preventive measures to mitigate market risk, liquidity risk, interest rate risk in the banking book, and concentration risk in proprietary trading.
• Implement and manage capital safety in compliance with regulatory requirements and commitments to partners.
• Plan and coordinate with relevant units to conduct annual internal capital adequacy assessments.
• Plan, guide, and supervise the implementation of internal policies, environmental and social screening criteria, and prepare periodic or ad-hoc reports on environmental and social risk management, ensuring compliance with regulatory requirements, alignment with international best practices, and the Bank’s sustainable development commitments to partners, investors, and financiers.
• Report on capital adequacy ratios and risk monitoring for the Bank’s overseas subsidiaries.
• Support the Risk Management Committee (RMC) and the Board Risk Committee (BRC) in fulfilling secretarial duties according to the organizational and operational regulations of the RMC and BRC.

Requirements

• Education:
  • Bachelor’s degree or higher in Econometrics, Banking & Finance, Information Technology, or Economic Law.
• Skills:
  • Strategic planning, work organization, task delegation, and project management.
  • Leadership, decision-making, and talent development.
  • Excellent presentation and communication skills, clear and coherent articulation, strong reasoning and critical thinking.
  • Effective negotiation and persuasion skills to coordinate with relevant units.
  • Strong logical thinking; proficiency in SQL, R, Python is a plus.
• Experience:
  • Minimum 5 years of experience in risk management leadership and at least 10 years of overall experience in risk management.
  • Knowledge of Basel II and Basel III practices for capital adequacy calculation and experience in developing, validating, and reviewing credit risk, market risk, liquidity risk, interest rate risk in the banking book, and environmental and social risk models.
  • Preference for candidates with proven experience implementing capital adequacy calculation tools under regulatory frameworks (e.g., Circular 41), validating credit, market, and liquidity risk models, or implementing IFRS 9 provisioning calculations.
  • Ability to conduct independent research and organize project implementation.