Vice President, Capital Management (Projects)

Affin Bank Berhad; Kuala Lumpur; On-site; MYR 180,000 - 240,000; Full time

Job summary

Affin Bank Berhad seeks a finance leader to drive the IRB implementation for credit risk under Basel, embedding outputs into capital planning, stress tests, and regulatory reporting.

You will coordinate with risk, IT and external consultants to ensure readiness for UAT, parallel runs and regulatory validation, while supporting capital management initiatives and Pillar 3 disclosures.

Qualifications

• Bachelor’s degree required in Finance, Accounting, Economics or related quantitative field.
• 6–8 years banking experience in Finance, Risk or Capital Management is expected.
• Familiarity with Basel capital rules, ICAAP and MFRS 9.
• Regulatory implementation project experience, ideally IRB or credit risk models.
• Strong analytical, communication and problem-solving skills.
• Experience working with cross-functional teams and external consultants.

Responsibilities

• Lead Finance’s role in the end-to-end IRB implementation for credit risk.
• Embed IRB outputs into financial planning, capital forecasting and performance management.
• Support integration of IRB metrics into pricing, profitability, and capital allocation.
• Oversee implementation of risk-based pricing models; coordinate with consultants and stakeholders.
• Provide Finance input for ICAAP, stress testing and regulatory reporting processes.
• Maintain documentation on assumptions, methodologies and audit evidence.

Skills

Regulatory knowledge

Analytical skills

Communication

Cross-functional collaboration

Problem solving

Education

Bachelor's degree in Finance / Accounting / Economics or related quantitative field

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. This role serves as the Finance lead for the successful implementation of the Internal Ratings-Based (IRB) approach for credit risk under the Basel framework. The successful candidate will ensure that IRB model outputs are effectively embedded into key Finance activities, including capital planning, stress testing, performance analysis, capital optimization and regulatory reporting. As part of a cross-functional team, the role will also lead Finance’s readiness for IRB use tests and regulatory validation, while supporting broader capital management initiatives. Lead Finance’s role in the end-to-end implementation of the IRB approach for credit risk. Ensure IRB model outputs are integrated into financial planning, capital forecasting, and performance management. Support the integration of IRB metrics into pricing, profitability, and capital allocation frameworks. Oversee the implementation of risk-based pricing models, including coordination with consultants, stakeholder engagement, training, and handover. Provide Finance input for ICAAP, stress testing, capital optimization, and regulatory reporting processes. Analyse differences between IRB and standardized capital metrics and assess their financial implications. Support system readiness, including UAT, parallel runs, and reconciliation between risk and finance data sources. Maintain comprehensive documentation to support Finance’s role in IRB implementation, including assumptions, methodologies, and evidence for audit and regulatory reviews. Ensure financial disclosures, including Pillar 3 and ICAAP documentation, reflect IRB-based capital metrics where applicable. Update Finance policies, procedures, and internal control frameworks to reflect IRB integration and regulatory expectations. Track and report Finance-related project progress, risks, and dependencies to relevant stakeholders. Perform any additional responsibilities or strategic assignments as assigned by management from time to time.

SKILLS/REQUIREMENTS

• Bachelor’s degree in Finance, Accounting, Economics, or a related quantitative field.
• Minimum 6-8 years of experience in banking, preferably in Finance, Risk, or Capital Management.
• Familiarity with regulatory frameworks such as Basel capital rules, ICAAP and MFRS 9.
• Proven experience in regulatory implementation projects, ideally involving IRB or credit risk models.
• Strong analytical, communication, and problem-solving skills.
• Experience working effectively with cross-functional teams and external consultants.

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.