Section Head Capital Risk, Capital & Market Risk Department

Kuala Lumpur, Malaysia

Job Description


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.
Requirements & Qualifications:
  • Preferably a master or graduate degree in Finance / Statistics / Actuarial Science / Accounting or Risk Management.
  • Minimum of 10 years of relevant working experience development banking and or relevant banking / financial environment
  • Basel accords (CAFIB), ICAAP, credit risk modeling/validation, analytics, forecasting, risk & statistical modeling, stress testing, ICAAP, project management, program management and operating systems
Employer questionsYour application will include the following questions:What\'s your expected monthly basic salary?Company profileAgrobank3.8\xc2\xb7Banking & Financial Services1,001-5,000 employeesAt Agrobank, our mission is to provide a holistic range of financial services and banking facilities with a focus on the agricultural sector.We dedicate our priority to the needs of our customers by providing attractive products and services such as savings activities, banking services, takaful, financing and advisory services.Agrobank is a continuity of the former Bank Pertanian Malaysia which has 40 years of experience in agricultural banking and an excellent track record in shaping and developing successful entrepreneurs. With a wide network of branches throughout Malaysia, we are confident of providing the best services to all.Agrobank is a Government-owned Bank under the Minister of Finance Incorporated (MFI). The bank\'s financing of the agricultural sector is driven by a policy set forth by the Ministry of Agriculture and Agro-Based Industry (MOA). Agrobank today operates through 190 branches throughout Malaysia, and employs over 3,400 employees.At Agrobank, our mission is to provide a holistic range of financial services and banking facilities with a focus on the agricultural sector.We dedicate our priority to the needs of our customers by providing attractive products and services such as savings activities, banking services, takaful, financing and advisory services.Agrobank is a continuity of the former Bank Pertanian Malaysia which has 40 years of experience in agricultural banking and an excellent track record in shaping and developing successful entrepreneurs. With a wide network of branches throughout Malaysia, we are confident of providing the best services to all.Agrobank is a Government-owned Bank under the Minister of Finance Incorporated (MFI). The bank\'s financing of the agricultural sector is driven by a policy set forth by the Ministry of Agriculture and Agro-Based Industry (MOA). Agrobank today operates through 190 branches throughout Malaysia, and employs over 3,400 employees.Perks and benefitsMedicalLoansDentalSports (e.g. Gym)Company informationRegistration No.811810U

Agrobank

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Job Detail

  • Job Id
    JD1040274
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Kuala Lumpur, Malaysia
  • Education
    Not mentioned