Assistant Manager / Manager - Integrated Risk
- To support senior staff on matters relating to Stress Testing and Pillar 2/ Internal Capital Adequacy Assessment Process (“ICAAP”) e.g. Risk Appetite, Material Risk Assessment etc. ensuring that all the risks undertaken are within the Risk Appetite of the Group and the Group has sufficient capital to support its day-to-day business activities that is in line with its risk profile. The person is responsible for assisting senior staff in:-
- Performing the Annual Material Risk Assessment (“MRA”) exercise; Running group wide stress test/ reverse stress test, including consolidating the overall results for CIMB Group;
- Running thematic stress test, as and when requested by Group CRO; Maintaining Credit Risk system, including log clearing from various data sources in order to produce monthly Credit Risk Reporting (refer (iv) below) and conducting User Acceptance Test (“UAT”) as and when required;
- Running the monthly Credit Concentration Risk numbers and annual back-testing of Credit CaR i.e. Credit Economic Capital; Compiling and performing quality check on monthly capital adequacy calculations and Group Risk Reporting (e.g. Material & Emerging Risks), including the Risk Appetite Dashboard (Group and Entity level) and presentation slides for Management and Board Level Committees;
- Coordinating and compiling updated Risk Analytics (“RA”) policies and documentation (including other policies which impact RA);
- Ad-hoc and special projects (if required); and Assisting in risk management controls (audit rating and compliance, external auditors and regulators, effective partnership with key stakeholders).
Improve Shareholders’ Value
- Support senior staff in implementing ICAAP-related framework as well as policies and procedures for the Malaysian entities and banking groups.
- Provide support in the management of the end-to-end MRA and Stress Test process including consolidating the overall results for CIMB Group.
- Provide support in the management of Credit Risk system which is used for measuring Credit Capital-at-Risk and Credit Concentration Risk capital.
Internal Business Process
- Provide support to senior on the review of Guideline from Regulators and internal risk management controls (audit rating and compliance, external auditors and regulators, effective partnership with key stakeholders).
- Support senior staff in ad-hoc or special projects.
- Build and maintain strong working relationships with business management, business support teams and other areas of risk management both domestically and regionally. Ensure relationships are strategically forward looking, highly collaborative and productive. Actively participate and promote a culture which adopts the best practices for risk management in the region with the highest standards of quality and integrity.
- Be a constructive and engaged member of the regional risk management team.