Key responsibilities: • Maintain methodologies and quantitative models according to IFRS 9 standards like PD retail, PD non-retail, LGD, and EAD.• Prepare policies for IFRS 9 model operation.• Monitor collection model for unsecured credit cards.• Validate collection model for loan portfolio. • Maintain the Credit risk-weighted asset (RWA) engine under Basel 2 FIRB.• Prepare business requirement documents (BRD) for the development of an automatic calculation engine and perform User Acceptance tests (UAT) for the Available capital (Circular 41/2016/TT-NHNN).• Research and compare Fitch, Moody’s, and S&P's credit rating methodology.

Key responsibilities: • Develop methodologies and calculation prototypes for adopting Market risk under Basel 3 SA and IMA (Delta sensitivities, curvature risk, expected shortfall, back-testing).• Develop methodologies and models for Operational risk, Counterparty credit risk, and CVA capital charge requirements under Basel 3.• Conduct Business requirements documents (BRDs) to develop automatic calculation engines and perform user acceptance testing (UAT).

Key responsibilities:• Monthly calculate the market, operational, and counterparty risk-weighted asset according to Circular 41/2016/TT-NHNN and prepare related reports.• Maintain the risk-weighted asset (RWA) engines, and take charge of change requests (CRs) regarding RWA engines.• Execute ICAAP (capital stress test) semi-annually and enhance the methodology to estimate the impact of stress scenarios on balance sheet and capital.

Key responsibilities: - Assist foreign teachers in communicating with students.- Translated English into Vietnamese and vice versa. - Organized the class with the size of 16 students in 1.5 hour.- Took care each students and prepared a report about student’s progress each month.