Risk Management Department - Assistant Manager

Mizuho Bank; Kuala Lumpur; On-site; MYR 60,000 - 80,000; Full time

Job summary

A leading financial institution in Kuala Lumpur is seeking a professional with 3-5 years of experience in risk management and stress testing to assist in the implementation and enhancement of climate risk management frameworks, ICAAP, and Basel III. You will develop and conduct stress tests and climate risk analysis, ensuring compliance with regulatory standards while managing a team for cross-functional projects. Strong analytical and communication skills are essential for this role.

Qualifications

• A minimum of three to five years of experience in a financial institution, preferably in risk management and stress testing.
• Strong knowledge of ICAAP/Stress Testing/Capital Management preferred.
• Experience with ESG/Climate Risk Management is an added advantage.

Responsibilities

• Develop and implement climate risk scenario analysis and stress testing processes.
• Conduct semi-annual stress tests and analyze impact on the portfolio.
• Perform annual ICAAP material risk assessment and capital adequacy assessment.
• Review and enhance ICAAP and stress testing frameworks.

Skills

Risk management

Stress testing

Analytical skills

Interpersonal skills

Presentation skills

Education

Relevant professional qualifications in Risk Management

Job description

To assist in the implementation, review and enhancement of Recovery Planning, climate risk scenario analysis and stress testing, ICAAP and Stress Testing, Basel III implementation.

1. ICAAP and Stress Testing

• Develop and carry out the implementation of the climate risk scenario analysis and stress testing processes, methodologies and models.
• Conduct the semi-annual stress test and annual reverse stress test with detailed analysis of the impact on the bank’s portfolio in terms of credit, market, liquidity and other risk areas.
• Perform the annual ICAAP material risk assessment and capital adequacy assessment of the bank.
• Review and enhance the ICAAP, stress testing and climate risk frameworks, policies and methodologies.
• Review the risk appetite statement and monitor the trigger levels.

2. Recovery Planning

• Perform the annual review on the scenario analysis, risk indicators and recovery options.
• Conduct simulations on the stress scenarios, assess the impact, feasibility and applicability of the recovery options under each stress scenario and determine the preferred recovery strategy for the bank.

3. Climate Risk Scenario Analysis / Stress Testing

• Perform annual climate risk scenario analysis and perform write up for the TCFD report.

4. Basel III Implementation

• Perform gap analysis on BNM Basel III related policies.
• Review relevant policies and lead the implementation.

Qualification & Requirements

• A minimum of three (3) to five (5) years’ experience in financial institution, preferably in risk management and stress testing.
• Strong knowledge on ICAAP/Stress Testing/Capital Management would be preferred.
• Experience with ESG/Climate Risk Management is an added advantage.
• Relevant professional qualifications in Risk Management would be preferred.
• Possess good analytical skills, strong interpersonal, communication and presentation skills.
• Good analytical thinking skills and attention to detail.
• Team player, self-starter, able to work independently.
• Able to manage a team to drive cross functional projects.
• Strong communication, interpersonal skill and good presentation skills.