Primary Location: Malaysia,Wilayah Persekutuan,Kuala Lumpur
Education: Bachelor's Degree
Job Function: Risk Management
Schedule: Full-time
Shift: Day Job
Employee Status: Regular
Travel Time: No
Job ID: 18056827
Description
AVP, Risk Management - Basel & Global Credit Risk Reporting
Support Country Risk Manager (CRM) in portfolio risk management to ensure adherence, compliance and timely reporting with accuracy and consistency
Provide information for CRM to reinforce clear risk appetite in business in delivering standard risk management framework of oversight and controls
Key Responsibilities
Key responsibilities can be broken down into 3 parts (a) Global Regulatory and Corporate reporting (b) Basel reporting and model validation (c) Regional Data Automation
Manage a team of 4 employees to support the key responsibilities of Risk Reporting and Automation Project
Develop, maintain and monitor monthly and quarter submission for Basel and US regulatory reporting to ensure accurate information reported and comply with policy
Undertake holistic review and maintenance of Basel models to ensure best practice benchmarks are developed and adhered through a process of continuous improvement Identify and escalate emerging and material risks within products losses and performance of the model to Country Risk Manager
Mitigate operation risk through re-engineering and automate data warehouse extraction to ORP reports to improve MIS framework governance and minimized manual involvement in regulatory reporting
Facilitates regional risk reporting centralization project by being the country lead representative and act as liaison with Global/Regional counterparty in managing the data mapping, validation and ensure project within timeline
Participate in Global projects in robust Loss Forecast models development Provide support to ensure high standard of data enrichment and validation
Qualifications
Professional or Degree Holder in Computer Science, Actuarial Science, Statistics, Decision Management, MIS or any related fields
Preferably with 4-6 years prior experience in a similar job function would be an added advantage
Programming knowledge in SAS skills would be preferred
Must be comfortable working with computer-based financial models and related tools
Diligent, attention to details, analytical and an aptitude for numbers is a must
Must be highly motivated, have the ability to work independently and be comfortable in
#LI-MY
Internal Number: 4612596
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