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AVP, ICAAP & Stress Testing - ERM

AVP, ICAAP & Stress Testing - ERM

SMBC GroupKuala Lumpur, Kuala Lumpur, Malaysia
2 hari lalu
Penerangan pekerjaan

Overview

SMBC Group Kuala Lumpur, Federal Territory of Kuala Lumpur, Malaysia

Sumitomo Mitsui Banking Corporation Malaysia Berhad

Job Summary : The holder of this job is mainly responsible to assist Head of Enterprise Risk Management (ERM) in implementing and enhancing the ICAAP and Stress Testing processes and to communicate the results of these analyses in the Annual ICAAP Report and stress testing reports. The holder is also responsible to assist in the development, implementation, and enhancement of ERM projects, such as climate risk stress testing and recovery planning.

Job Responsibilities

ICAAP

  • Assist to review and maintain the Bank’s Risk Assessment and Capital Adequacy Assessment in accordance with ICAAP guidelines.
  • Liaise with other Risk departments to gather data and inputs for the Bank’s ICAAP model.
  • Assist to prepare the Annual ICAAP report and incorporate the stress test results into the Annual ICAAP report.

Stress Testing

  • Assist to develop and enhance stress testing scenarios to take into consideration current micro- and macro-economic factors.
  • Conduct the bank-wide stress test, providing detailed analysis on the impact of adverse economic scenarios on the Bank’s credit, market, interest rate / liquidity and other risks.
  • Perform the reverse stress test to identify adverse scenarios which could threaten the Bank’s viability and report the results to Management for consideration.
  • Assist in the development and implementation of the climate risk stress testing processes, methodologies, and models.
  • Assist in the management of the stress test programme, including review and enhancement of its policies and procedures.
  • Risk Governance and Policy Matters

  • Assist to review policies / procedures related to ICAAP, Stress Testing Framework, and Capital Management Framework, and ensure compliance with Head Office rules and regulatory requirements.
  • Assist to consolidate the monthly risk assessment results from all Risk departments to prepare the monthly Risk & Control Measures Dashboard.
  • Recovery Planning

  • Assist in coordinating and collaborating with internal departments to ensure that the capital recovery plan / capital contingency plan aligns with respective requirements.
  • Assist in conduct scenario analysis and stress testing for recovery planning.
  • Environmental Risk Management

  • Assist in coordinating and collaborating with internal departments to ensure environmental risk management planning aligns with respective requirements.
  • Others

  • Undertake ad-hoc tasks as assigned by Head of ERM / Senior Management from time to time.
  • Produce reports as and when required by Management in response to internal or external parties’ requirements (e.g., BNM, RAM, Fitch).
  • Qualifications

  • A recognized degree in Accounting, Finance, Business Administration, Banking, or quantitative discipline (such as Statistics, Mathematics, Actuarial). Other equivalent professional qualifications would be an advantage.
  • A minimum of seven (7) years’ experience in a financial institution, preferably in Enterprise Risk Management or Credit, Market / Liquidity Risk Management.
  • A minimum of five (5) years’ experience in policy review / development, stress testing, and project management of financial instruments.
  • Strong understanding of BNM requirements.
  • Sound knowledge of financial products.
  • Strong stakeholder management skills, able to work across all levels of the organisation.
  • Team player with strong communication, interpersonal and presentation skills.
  • Attention to detail is essential.
  • Employment Details

  • Seniority level : Mid-Senior level
  • Employment type : Full-time
  • Job function : Other
  • Industries : Banking
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