Vice President, Capital Management (Projects)

Affin Bank Berhad; Kuala Lumpur; On-site; MYR 180,000 - 250,000; Full time

Job summary

A leading financial institution is seeking a Vice President for Capital Management. This role will involve managing the implementation of the Internal Ratings-Based approach for credit risk, ensuring effective integration into financial activities such as capital planning and regulatory reporting. The ideal candidate will possess strong financial analysis skills and experience in risk management. This position offers an opportunity to impact the future of finance in a dynamic working environment.

Benefits

Positive work environment

Professional growth opportunities

Qualifications

• Proven experience in implementing capital management frameworks.
• Expertise in Internal Ratings-Based (IRB) approaches.
• Strong analytical skills to assess financial implications.

Responsibilities

• Lead Finance’s role in implementing the IRB approach.
• Ensure integration of IRB model outputs into financial processes.
• Oversee implementation of risk-based pricing models.

Skills

Financial analysis

Risk management

Project management

Regulatory reporting

Education

Bachelor's degree in Finance or related field

MBA or relevant advanced degree

Tools

Financial modeling tools

Excel

Job description

Vice President, Capital Management (Projects)

Apply locations: Menara Affin, TRX | Time type: Full time | Posted on: Posted 30+ Days Ago | Job requisition id: JR103210

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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.
• Analyze 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.

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