Credit Risk (Risk Management Department)

TalentWork; Kuala Lumpur; On-site; MYR 100,000 - 150,000; Full time

Job summary

A prominent financial institution in Kuala Lumpur is seeking a Credit Risk professional to compile exposure limit reports and generate utilization reports. You will develop presentation materials for meetings and calculate Credit Value Adjustments quarterly. This role also involves enhancing risk reporting processes through Robotic Process Automation and supporting various tasks within the Risk Management Department.

Responsibilities

• Compile the daily Single Counterparty Exposure Limit report.
• Generate the monthly Limit Utilization report.
• Develop presentation materials for Management Credit Committee meetings.
• Serve as the Secretariat for the Management Credit Committee.
• Calculate Credit Value Adjustment and Debt Value Adjustment on a quarterly basis.
• Enhance Credit Risk reporting processes using Robotic Process Automation.
• Participate in User Acceptance Testing for Credit Risk-related systems.
• Provide support for other ad-hoc tasks within the Risk Management Department.

Job description

About the job Credit Risk (Risk Management Department)

Our client is a prominent financial institution within a global financial group, offering a broad range of banking services including corporate, investment, and retail banking. Renowned for its commitment to high-quality financial solutions, the bank plays a key role in supporting both local and international businesses.

Job Responsibilities:

• Compile the daily Single Counterparty Exposure Limit report.
• Generate the monthly Limit Utilization report.
• Develop presentation materials for Management Credit Committee (MCC) meetings.
• Serve as the Secretariat for the Management Credit Committee.
• Calculate Credit Value Adjustment (CVA) and Debt Value Adjustment (DVA) on a quarterly basis.
• Enhance and streamline Credit Risk reporting processes using Robotic Process Automation (RPA).
• Participate in User Acceptance Testing (UAT) for Credit Risk-related systems.
• Provide support for other ad-hoc tasks within the Risk Management Department as required.