Senior Manager, IRB Project

Affin Bank Berhad; Kuala Lumpur; On-site; MYR 180,000 - 280,000; Full time

Job summary

Affin Bank Berhad is seeking a Data Analyst Manager to lead Basel III Credit Risk regulatory reporting, data governance and data integration. You will steer end-to-end data management, oversee CAF and IRB requirements, and collaborate with Risk, Finance, IT, and business units to ensure accurate, timely reporting.

The role emphasizes building dashboards, data dictionaries, and governance procedures to support strategic decision-making and regulatory compliance.

Qualifications

• Bachelor’s degree or professional qualification or equivalent.
• Experience with regulatory reporting systems or enterprise data platforms is required.
• Strong knowledge of Basel II/III CAF, IRB methodologies and RWA computation is essential.

Responsibilities

• Lead Basel III Credit Risk Regulatory Reporting System implementation and data integration across source systems.
• Develop and maintain Basel IRB Data Dictionaries and data governance frameworks.
• Create dashboards to monitor RWA, regulatory capital, and Basel risk parameters.
• Coordinate with Risk, Finance, IT and business units to ensure regulatory reporting accuracy and timeliness.

Skills

Data governance

Data management

Data analytics

Regulatory reporting

Education

Bachelor’s degree or professional qualification

Tools

Power BI

Tableau

Qlik

SQL

Python

Job description

Create the future with Affin! You too can make a difference. We continuously innovate to transform our financial services landscape - making banking better and easier. Join us at AFFIN, where the open minds meet and be inspired by a shared commitment to great work. You too can make a difference.

JOB PURPOSE

The Data Analyst Manager is responsible for leading the end-to-end data management, system implementation and regulatory data integration for the Basel III Credit Risk Regulatory Reporting System. The role plays a critical part in ensuring high-quality, accurate and reliable credit risk data to support Credit Risk Weighted Assets (RWA) computation, Basel III Internal Ratings-Based (IRB) reporting and regulatory compliance. The incumbent will lead data governance initiatives, oversee Basel data integration across multiple source systems, ensure compliance with Bank Negara Malaysia (BNM) Capital Adequacy Framework (CAF) requirements, and provide data analytics and reporting to support strategic decision-making. The role will also work closely with Risk, Finance, Business, Technology, Data Management teams and external vendors to ensure successful delivery and continuous enhancement of the Basel Credit Risk Reporting ecosystem.

JOB ACCOUNTABILITIES

Basel Credit Risk System Implementation & Data Integration

Lead the end-to-end implementation of the Basel III Credit Risk Regulatory Reporting System, ensuring alignment with BNM Capital Adequacy Framework (CAF). Oversee and provide advise/ guidance on the data integration processes across source system (e.g. LOS), Core Banking System and Enterprise Data Warehouse to ensure the accuracy and completeness of the data flow into the Basel System. Review and validate data mapping logic from source systems to the reporting layer; ensure consistency with regulatory data requirements and Basel parameter definitions (PD, LGD, EAD, etc.). Provide technical and regulatory guidance on the implementation of Basel credit risk parameters, including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), Credit Conversion Factor (CCF), Expected Loss (EL) and Credit Risk Weighted Assets (RWA). Review Functional Specification Documents (FSD), Technical Specification Documents (TSD), Business Requirement Documents (BRD) and solution designs to ensure business and regulatory requirements are appropriately addressed. Monitor overall project delivery in collaboration with the PMO; resolve roadblocks, manage dependencies, and ensure on-time delivery of key milestones. Serve as a liaison between PMO, Risk, Finance, IT, and Credit Business Units to ensure cross-functional alignment of objectives and deliverables.

Data Management and Quality

Establish and continuously enhance Basel Credit Risk data governance frameworks, ensuring strong data ownership, accountability and stewardship across the Bank. Design and implement data validation and cleansing procedures to ensure compliance with regulatory expectations, especially in the context of RWA computation and risk parameter accuracy. Lead the development and maintenance of a Basel-compliant Credit Risk Internal Ratings-Based (IRB) Data Dictionary, ensuring consistent definitions and data usage across business units. Manage data change management protocols to track, document, and communicate structural or business rule changes that could impact monthly BNM regulatory reporting and the day-to-day support which involve monitoring of the system performance, capacity and system enhancements relate to IRB credit risk reporting. Develop and maintain a Basel II Credit Risk Internal Ratings-Based Data Dictionary to standardise the credit risk data definitions and usage across the Bank. Proactively coordinate with Data Owners, System Owners and Vendor on any change request and continuously monitor the changes and enhancement made to ensure the timeliness in the changes made. Support production incidents, monthly regulatory reporting cycles and post-implementation system enhancement.

Credit Risk Analytics & RWA Analysis

Develop and maintain dashboards using Power BI, Tableau or other reporting tools to monitor Credit Risk Weighted Assets (RWA), capital consumption, portfolio movements and Basel capital ratios. Analyse trends in RWA, Expected Loss, regulatory capital, portfolio quality and Basel risk parameters to provide insights supporting management decision-making. Support impact analysis relating to Basel III regulatory changes, portfolio strategies, new products and capital optimisation initiatives. Conduct ad hoc analytical studies and data assessments requested by Senior Management, Board Committees and regulatory stakeholders. Support reconciliation between Basel regulatory reporting, Finance reporting and Risk reporting to ensure consistency across regulatory submissions.

JOB REQUIREMENTS

Bachelor’s degree and/ or professional qualification or equivalent. Minimum of 9 years of experience in banking or financial services industry, preferably in data management or data analyst roles. Proven experience implementing large-scale regulatory reporting systems or enterprise data platforms. Strong understanding of Basel II/III Capital Adequacy Framework (CAF), Internal Ratings-Based (IRB) methodologies, Credit Risk Weighted Assets (RWA) computation and regulatory reporting. Experience building data visualisation tools such as Tableau, Power Bi, Qlik to create visualisation and reports. Demonstrable experience in growing Data Management, Data Quality and Data Analytics skills within teams as part of your experience Ability to apply analytical and creative thought process. Good written and verbal communication in English, efficient time management, strong problem solving and analytical skills and good interpersonal skills. Knowledge of Python or SQL code is a plus.

People are the heart of AFFIN BANK.

We have a positive and supportive environment where we celebrate people’s personal growth and encourage them to be the best versions of themselves, both in the workplace and in their community. Join AFFIN as we evolve to become a financial institution of the future, embracing innovation and technology to deliver unrivaled customer service. We're looking for colleagues who share our values and are ready to live them every day. Explore the exciting opportunities and make a real impact on the future of finance. Come be a part of our journey today!

Always About You

At AFFIN, we strive to always connect and engage with our customers, to understand their changing needs and aspirations better. It represents our passion and commitment to the community we operate in, enabling us to quickly respond to changes and provide a personalised experience. At AFFIN, our people are aligned to our values of customer centricity, creativity and value creation. Our tagline “Always about you”, was crafted to drive loyalty and build our reputation as a creative and innovative financial organisation. Our people are at the heart of what we do and remain the focus of our customer centric culture. It’s about the initiatives we take in understanding and prioritising our stakeholders; our customers, employees and shareholders. As we venture through this metamorphosis journey, we are aware of their ever-changing needs and are embracing the new ways of this digital dimension. We put our hearts and minds into everything we do, to ensure that everyone we touch, receives unrivalled customer service.