Senior Manager, Risk Analytics Group Risk Management

Kuala Lumpur, Malaysia

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Req ID: 5315

: Summary:

Responsible in developing new and reviewing the existing risk management methods to ensure is up to date with changes, namely Basel and BNM
Responsible in providing technical support to other Units within RMD in reviewing the existing risk analysis approach, reporting and projects
To assist the Assistant General Manager, Risk Analytics for matters relating to the Department and matter relating to BNM or other regulatory request

Responsibilities:

To assist in the planning, managing & to oversee the overall day-to-day management of the Department towards increasing operational efficiency, process improvement & risk mitigation.
To provide technical support in reviewing and development of new guidelines, policies and methodologies.
To provide technical support in the implementation of new regulatory requirement (i.e BNM and Basel).
To provide technical support in the implementation of risk system e.g Stress Testing and CAFIB.
To provide technical support in developing and reviewing the Macro Economic Variables (MEVs) selection for MFRS9 and Stress Testing forward looking model with consultation from Chief Economist.
To review and validate risk models for theoretical soundness testing design and identification of model weaknesses, ensuring ongoing monitoring as well as contribute in the Bank wide model risk and control assessment (if any).
To provide assessment for new products, new program and product enhancement or variation in line with the Bank\xe2\x80\x99s Product Development Guideline.
To prepare, analyze or review reports to ALCO, MRCC & BRC (if any), within the stipulated time frame & error free.
To perform any other duties/assignment as and when directed/assigned by the Supervisor from time to time / as per business requirement from time to time.
Ensure adherence and compliance to all internal policies/guidelines and external regulatory requirements.

Requirements:

Bachelor\xe2\x80\x99s Degree in quantitative (e.g. Statistics, Mathematics, Economics, Accounting, Actuarial Science, Finance) discipline from a reputable & recognized university.
More than 12 years\xe2\x80\x99 experience in banking or other relevant industry with minimum 5 years in managerial function.
Advance in MS Office applications (Word, Excel & PowerPoint).
Proficient in SAS enterprise guide.
Effective communication / interpersonal skills.
Self-motivated & self-starter with positive attitude & able to work under pressure.
Able to work in a team as well as independently with minimum supervision.
Resourceful & adaptable in a changing environment, proactive in resolving issues.
Strong managerial skill as well as good team player
Ability to multi-task, highly numerate with great attention to details

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