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. Here, you don’t just stay at the forefront of the industry – you can make a difference too.

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.