Risk Management Department - Manager

Mizuho Bank; Kuala Lumpur; On-site; MYR 80,000 - 100,000; Full time

Job summary

A leading financial institution in Kuala Lumpur is seeking a Risk Manager to enhance Recovery Planning and conduct climate risk scenario analyses. The ideal candidate will have at least seven years of experience in risk management, with a strong background in ICAAP and stress testing. The role entails developing methodologies, conducting stress tests, and managing cross-functional projects. Strong analytical and communication skills are essential for this position, along with relevant professional qualifications.

Qualifications

• Minimum of seven years' experience in financial institutions, preferably in risk management.
• Strong knowledge of ICAAP, Stress Testing, and Capital Management.
• Experience with ESG/Climate Risk Management is advantageous.
• Ability to manage a team to drive cross-functional projects.

Responsibilities

• Develop and implement climate risk scenario analysis and stress testing.
• Conduct semi-annual and annual stress tests, analyzing their impact.
• Perform annual ICAAP risk assessments and capital adequacy evaluations.
• Review and enhance ICAAP, stress testing, and climate risk frameworks.

Skills

Risk management

Stress testing

Analytical skills

Interpersonal skills

Communication skills

Presentation skills

Education

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.

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.

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.

Climate Risk Scenario Analysis / Stress Testing

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

Basel III Implementation

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

Qualification & Requirements

• A minimum of seven (7) 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.