Head, Group Credit Risk

SME Bank Malaysia; Kuala Lumpur; On-site; MYR 350,000 - 750,000; Full time

Job summary

SME Bank Malaysia seeks a seasoned Head of Group Credit Risk to lead the credit risk management framework, oversee risk models, and drive risk-aware growth across the Group. You will shape risk appetite, policies, and governance while guiding portfolio strategy and capital adequacy.

The role requires 15+ years in banking or financial services with deep modelling and analytics, and a proven track record in leadership and risk governance.

Qualifications

• Bachelor’s degree in Accounting, Finance, Economics, or related field.
• Professional qualification in banking, finance, risk management, accounting or related discipline would be an advantage (e.g., FRM, Chartered Banker).
• Minimum 15 years of relevant experience in banking or financial services with substantial experience in credit, quantitative analytics, or model development.
• Strong leadership experience in credit risk management, portfolio management, analytics, modelling, policy and governance.
• Strong understanding of credit risk frameworks, risk appetite, portfolio oversight and regulatory requirements.
• Proven experience in credit risk modelling, including credit rating models and MFRS 9 ECL.
• Strong analytical, strategic thinking and stakeholder management capabilities.
• Ability to provide constructive challenge and influence senior management toward sound, risk-conscious decisions.
• Strong leadership capability with a track record of building and developing high-performing teams.

Responsibilities

• Leads and oversees the Group Credit Risk function, providing independent oversight of the credit risk management framework, risk appetite, portfolio management, credit risk models, policies and governance.
• Monitors the Group’s overall credit portfolio performance and provides forward-looking insights on asset quality, profitability, capital and emerging credit risks.
• Drives credit risk analytics, modelling and portfolio insights to support informed, risk-conscious and sustainable business decisions.
• Ensures credit risk considerations are embedded in risk management strategy, portfolio planning and risk appetite setting.
• Leads the development and review of credit risk rating models and oversees MFRS 9 ECL model development, calibration and governance.
• Reviews sector and country limits and recommends adjustments based on portfolio and emerging risks.
• Provides early credit risk challenge and guidance on new products and business initiatives, including risk appetite, portfolio implications and risk controls.
• Ensures consistent credit risk policies, standards, practices and governance across the Group’s entities and business segments.
• Identifies and escapes material credit risks, policy breaches, emerging risks and risk appetite breaches, with mitigation measures.
• Leads thematic reviews and credit risk analytics and modelling initiatives to strengthen the Group’s risk management capabilities.
• Leads, develops and retains high-performing teams while strengthening succession planning and knowledge continuity.
• Keeps abreast of regulatory developments, translating relevant developments into enhancements to the Group’s credit risk framework.

Skills

Leadership

Credit risk management

Portfolio management

Credit risk analytics

Modelling

Policy & governance

Stakeholder management

Education

Bachelor's degree in Accounting, Finance, Economics, or related field

Job description

Join us in leading the Group Credit Risk function as Head, Group Credit Risk and play a key role in strengthening the Group’s credit risk framework, portfolio resilience and risk-adjusted growth.

Responsibilities:

• Leads and oversees the Group Credit Risk function, providing independent oversight of the credit risk management framework, risk appetite, portfolio management, credit risk models, policies and governance.
• Monitors the Group’s overall credit portfolio performance and provide forward-looking insights on asset quality, profitability, capital and emerging credit risks.
• Drives credit risk analytics, modelling and portfolio insights to support informed, risk-conscious and sustainable business decisions.
• Ensures credit risk considerations are embedded in risk management strategy, portfolio planning and risk appetite setting.
• Leads the development and review of credit risk rating models and oversee MFRS 9 Expected Credit Loss (ECL) model development, calibration and governance.
• Reviews sector and country limits and recommend appropriate adjustments based on portfolio and emerging risk considerations.
• Provides early credit risk challenge and guidance on new products and business initiatives, including risk appetite, portfolio implications and appropriate risk controls.
• Ensures consistent credit risk policies, standards, practices and governance across the Group’s entities and business segments.
• Identifies and escape material credit risks, policy breaches, emerging risks and risk appetite breaches, with appropriate mitigation measures.
• Leads thematic reviews and credit risk analytics and modelling initiatives to strengthen the Group’s risk management capabilities.
• Leads, develops and retain high-performing teams while strengthening succession planning and knowledge continuity.
• Keep abreast of regulatory developments, economic conditions, financial markets and emerging risks, translating relevant developments into enhancements to the Group’s credit risk framework.

What We’re Looking For

• Bachelor’s degree in Accounting, Finance, Economics, or related field.
• Professional qualification in banking, finance, risk management, accounting or a related discipline would be an advantage, such as Financial Risk Manager (FRM), Chartered Banker, or equivalent.
• Minimum 15 years of relevant experience in banking or financial services, with substantial experience in credit, quantitative analytics, or model development.
• Strong leadership experience in credit risk management, portfolio management, credit risk analytics, modelling, policy and governance.
• Strong understanding of credit risk frameworks, risk appetite, portfolio oversight and regulatory requirements.
• Proven experience in credit risk modelling, including credit rating models and MFRS 9 ECL.
• Strong analytical, strategic thinking and stakeholder management capabilities.
• Ability to provide constructive challenge and influence senior management and Business Units towards sound, risk-conscious decisions.
• Strong leadership capability with a track record of building and developing high-performing teams.