Vice President, Group Enterprise Risk Management

Affin Bank Berhad; Kuala Lumpur; On-site; MYR 150,000 - 200,000; Full time

Job summary

A leading financial institution in Kuala Lumpur seeks a Vice President for Group Enterprise Risk Management. The role involves leading stress testing, managing regulatory compliance, and developing methodologies for risk assessment. Ideal candidates possess a degree in Finance or Accounting and have at least 7 years of experience in risk management within the financial services industry. Strong analytical and communication skills are essential, along with expertise in Microsoft Office and SAS.

Qualifications

• Minimum 7 years of experience in risk management in financial services.
• Experience in stress testing and Basel related areas.
• Knowledge in climate risk will be an added advantage.

Responsibilities

• Lead the stress testing exercise for regulatory submission.
• Implement and manage Basel RWA system.
• Develop and enhance existing stress test methodologies.

Skills

Strong Microsoft Office

SAS programming

Analytical skills

Communication skills

Interpersonal skills

Education

Degree in Finance, Accounting or similar

Job description

Vice President, Group Enterprise Risk Management page is loaded

Vice President, Group Enterprise Risk Management

Apply locations Menara Affin, TRX time type Full time posted on Posted Yesterday time left to apply End Date: September 30, 2025 (30+ days left to apply) job requisition id JR103598

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JOB PURPOSE

• Lead the stress testing exercise for regulatory submission and ad-hoc purposes including development of comprehensive stress scenarios, parameters and methodologies.
• Lead the implementation and management of Basel Risk Weighted Assets (“RWA”) system.

ACCOUNTABILITIES

• Perform stress testing / sensitivity analysis for regulatory and internal purposes including scenario development, risk parameters and methodologies as and whenever necessary.
• Develop and enhance existing stress test related methodologies and policies that remain fit for purpose and in line with regulatory expectations.
• Assist in the climate risk stress testing (“CRST”) exercise and integration of climate risk into the existing risk management practice.
• Lead the implementation of Basel III RWA enhancement, including engagement with business units to discuss business requirements and ensuring compliance with the BNM requirements.
• Oversee the maintenance of the Basel RWA system and provide advisory support to the end users.
• Support any future enhancement project on the RWA system.
• Maintain data integrity and accuracy in conducting all risk reporting work.
• Maintain high standard of discipline and conduct of ethics as per Bank’s rules and regulations.
• Perform any other duties and ad-hoc analysis report as and when assigned by Head, Enterprise Risk and GCRO.
• Undertake additional responsibilities e.g., working committees etc. assigned by the immediate superior when required.

JOB REQUIREMENTS

• Degree in Finance, Accounting or any similar discipline.
• Minimum 7 years of experience in the risk management field in financial services industry.
• Experience in stress testing and Basel related areas.
• Knowledge in climate risk will be an added advantage.
• Strong Microsoft Office and SAS programming skill.
• Good analytical and communication skills.
• Able to work independently with high degree of commitment and integrity.
• Possess strong communication and excellent interpersonal skills and result oriented.

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