Risk Management (Manager/Assistant Manager)

Talent Work; Kuala Lumpur; On-site; MYR 100,000 - 130,000; Full time

Job summary

A leading financial institution in Malaysia is seeking an experienced Risk Management professional to join its dynamic team. The ideal candidate will be responsible for implementing and enhancing Recovery Planning, conducting climate risk scenario analyses, and executing stress tests as part of the Basel III framework. Candidates should possess at least 3-5 years of experience in financial institutions, preferably within risk management. Strong analytical, communication, and project management skills are essential for this role.

Qualifications

• 3-5 years of experience for Assistant Manager or 7+ years for Manager in financial institution.
• Strong knowledge of ICAAP and Stress Testing.
• Experience in ESG/Climate Risk Management is an advantage.

Responsibilities

• Develop and implement climate risk scenario analysis and stress testing methods.
• Conduct semi-annual and annual stress tests and analyses.
• Perform annual ICAAP assessment and capital adequacy evaluation.

Skills

Risk Management

Stress Testing

Climate Risk Management

Analytical Skills

Interpersonal Communication

Education

Relevant professional qualifications in Risk Management

Job description

Job Summary

Our Client, a well-established Foreign Bank in Malaysia is seeking a person experienced in Risk Management to join their dynamic Risk Management division. The successful candidate will be responsible 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.

Key Responsibilities

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.

Qualifications and Skills

• At least 3-5 years experience for Asst. Mgr / 7 years or more for Mgr – 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.