BENEFITS OFFERED:
- Attractive remuneration package
- Positive working environment
- Competitive benefits
JOB PURPOSE:
- Manage and provide advisory role on the risk-based capital function and the Internal Capital Adequacy Assessment Process (ICAAP) of the Bank in accordance with BNM CAFIB (Basel II) requirements.
- Manage the quantitative and qualitative analysis of key metrics related to capital adequacy assessment.
- Manage the computation of economic capital as well as the management, monitoring and reporting of the Bank's capital adequacy status. This includes accountability for developing the methodologies; provide analysis, advisory and presentation of the results.
- Manage the design, development, and validation of Credit Risk Rating Methodologies such as Obligor Ratings, Default Probabilities, Loss Given Default, Exposure at Default and Expected Loss.
- Manage and subject matter expert (providing advisory role) on CAFIB (Basel II) and Basel III compliance requirements.
- Manage the Project Management and successful implementation for all CAFIB and Basel III projects
PRINCIPAL ACCOUNTABILITIES:
- Advisor role on managing risk capital savings and optimization through pro-active participation in strategic and business initiatives.
- Manage the improvement of provisioning levels through implementation credit risk rating processes.
- Provide timely information to all stakeholders of the Basel Program (i.e., Basel PSC meeting materials, reports, etc.)
- Provide analysis, assessment, report and monitor key metrics related to capital adequacy assessment, risk appetite and ICAAP.
- Support bank-wide initiatives in relation to environment and community
- Implement risk project management and process management for credit rating system, credit risk modeling process, credit risk model review and credit risk model validation.
- Manage the Bank's risk appetite and ICAAP exercise.
- Manage development of frameworks, policies, and guidelines on credit risk rating and ICAAP governance.
QUALIFICATIONS:
EDUCATION:
- Preferably a master or graduate degree in Finance / Statistics / Actuarial Science / Accounting or Risk Management.
EXPERIENCE:
- Minimum of 10 years of relevant working experience development banking and or relevant banking / financial environment.
KNOWLEDGE AND SKILLS:
- Basel accords (CAFIB), ICAAP, credit risk modeling/validation, analytics, forecasting, risk & statistical modeling, stress testing, ICAAP, project management, program management and operating systems.
