Senior | ALM, FTP - Financial Services| Hanoi Office

About the Job

EY Consulting Vietnam JSC is looking for enthusiastic and high achieving candidates specializing in Asset Liabilities management (ALM), Funding transfer pricing (FTP) and Market Risk management (MRM), Liquidity Risk (LR), Interest Rate Risk of BB (IRRBB) to join our ALM MR Consulting- as Senior Consultant members.

Across the banking and capital markets, asset and debt management sectors, our clients require banking advisory services to enhance their future balance sheet management capacity in balance with risk. risks faced, and effectively manage for ALCO on the set the plan in the future. In addition, our clients can be Foreign and World Financial Institutions with extensive projects, you will work in high performance teams with banking consultants other. Together, you will helping customers enhance their current performance towards a sustainable growth path into the future.

Your career is yours to shape. But we’ll provide a structured framework that allows you to grow. And with a network stretching around the globe, you’ll gain valuable insight across industries and geographies. So whenever you join, however long you stay, the exceptional EY experience lasts a lifetime.

Key Responsibilities:

• Well understand methodologies, behavior model, dynamic ALM simulation, balance sheet management, balance sheet optimization as a well as policies for ALM operation;

• Well understand methodologies, management, policy and reporting for FTP system

• Validate risk ALM models for clients, then propose recommendations to improve or correct their models;

• Evaluate, analyze the state of implementing ALM and FTP of the clients, then propose recommendations to improve ALM framework and current FTP models, as well as their policies;

• Participate in projects relating to Circular 41, Circular 13, Basel II, Basel II & Best Practice…;

• Prepare, organize and conduct training and knowledge transfer to clients and team members;

• Establish, develop and maintain client network via professional manners.

Requirement:

• At least 3 years of experience in banking/ finance, specializing Balance sheet management and optimization (ALM), FTP, Basel standards… for Senior position;

• Bachelor/Master/MBA Degree in Finance / Banking/ Mathematics;

• Having FRM, PRM, CFA, CQF qualification (completed or in progress) would be a plus;

• Database and programming knowledge and exposure in the use of various tools such as SQL, Oracle, R, etc. should be a privilege;

• Strong analytical and mathematic sense;

• Excellent written & spoken English and Vietnamese.

If you can demonstrate that you meet the criteria above, please contact us as soon as possible. 

• Shortlisted applicants will be invited to attend an offline test. Please check your email regularly for updates.

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