Executive/ Senior Executive, ICAAP & Stress Testing, Group Portfolio Management, Group Risk

This role supports the Head of ICAAP & Stress Testing in strengthening the Group's Internal Capital Adequacy Assessment Process (ICAAP) and Stress Testing framework. It plays a critical role in ensuring the Group maintains adequate capital resilience under normal and stressed conditions, while meeting regulatory expectations and supporting strategic decision‑making at Management and Board levels.

Stress Testing & Process Improvement

•Assist Project Manager and Business Project Manager in the development and deployment of stress testing applications

•Perform User Acceptance Testing (UAT) to ensure the stress testing application meets business & regulatory requirements

•Support the execution and coordination of stress testing exercises whenever required

ICAAP Reporting & Analytics

•Prepare and submit monthly ICAAP Key Risk Indicators for Enterprise Risk Dashboard (GERCC, RMC)

•Produce quarterly and half-yearly ICAAP reports for senior management and Board committees

•Coordinate submissions with ICAAP Working Group members to ensure accuracy and timeliness

•Support RWA budgeting for Pillar 2 risks across the Group

•Engage subsidiaries and key stakeholders on reporting timelines and requirements

•Provide guidance and ensure consistent application of ICAAP methodologies across the Group

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Policy, Governance & Implementation

•Support periodic review and enhancement of ICAAP & Stress Testing policies and procedures

•Assist in the standardisation of ICAAP practices across the Group

•Participate in regulatory engagements and supervisory reviews (e.g. Basel II/III, ICAAP, ESG)

•Conduct gap analysis to ensure compliance with evolving regulatory expectations

•Prepare presentation materials and support training initiatives for stakeholders

Job Requirements:

•Master's or Bachelor's Degrees in related banking field such as Finance, Accounting, Risk Management, Statistics or related field.

•Minimum of 6-10 years of experience in credit portfolio management, stress testing, capital management or enterprise risk.

•Strong understanding of Basel II / Basel III frameworks and ICAAP

•Exposures in market risk, liquidity risk and other relevant banking risk related fields would be an added advantage.

•Experience engaging with senior management, Board-level stakeholders, and regulators would be an added advantage.

•Relevant experience in: Enterprise Risk Management, Basel II, Basel III.

•Experience in ICAAP/stress testing would be advantageous.

Certificates:

•Certifications in risk management would be advantageous. Preferably with AICB's recognized professional certification on risk management

Skills & Competencies:

a)Core competencies include risk management, exposure to different types of risk (credit, market, operational, concentration, interest rate risk in banking book, reputational, liquidity, model, etc.), capital management/ICAAP/stress testing, IT database management and project management.

b)Analytical Skills: Excellent problem-solving skills and the ability to analyze complex data and performance metrics

c)Communication: Solid verbal and written communication skills. Ability to articulate document clearly and present stress test results and recommendations

d)Attention to Detail: Meticulous and keen eye for detail with the ability to spot subtle issues that could affect the stress test results