Manager/ Assistant Manager - Credit Risk Reporting

1. To manage matters relating to Basel Pillar 2/ Internal Capital Adequacy Assessment Process (ICAAP) ensuring that all the risks undertaken are within the Risk Appetite of the Group and the Group has sufficient capital to support its day-to-day business activities that is in line with its risk profile.

2. The person is responsible in leading and managing Credit Risk system, specific responsibilities include but are not limited to:-

(i) Maintaining Credit Risk system, including log clearing from various data sources in order to produce Credit Risk Reporting i.e. Credit CaR (Credit Economic Capital) and Credit Concentration Risk (CCR) and conducting UAT as and when required;

(ii) Oversee the running of the monthly CCR numbers and annual back-testing of Credit CaR;

(iii) Performing trend analysis of the CCR numbers for the Group Risk Appetite Dashboard (RAD) and monthly capital adequacy calculations;

(iv) Presenting the Credit CaR backtesting results to Senior Management at Group Level Committee for notation;

(v) Periodic review of the Credit Concentration Risk Methodology (including other documentation which impact Credit Manager such as the Credit Manager Operation Manual and Integrated Risk Procedures Manual); and

(vi) Partnering with the Credit Economic Capital Co-Lead in various initiatives/ projects to enhance or improve the Credit Manager process and system.

3. Assist in risk management controls (audit rating and compliance, external auditors and regulators, effective partnership with key stakeholders).

4. Qualifications: Bachelor's Degree

Professional Qualification and/ or Regulatory, Licensing requirements: Preference for professional or post graduate qualifications e.g. BRM, Chartered Accountant, CFA, GARP.

5. Relevant work experience: Preferably a minimum of 5 years of experience of similar capacity with proven track record in large regional institutions.

6. Key Competencies/ Skills (Essential to succeed in this job):

Advanced Excel and/ or Tableau (Data Analytics).

System maintenance and system implementation to facilitate system enhancements.

SAS skills is an advantage.

7. Personal skills (Soft Competencies)

Strong interpersonal skills.

Excellent oral and written communication skills in English.

Able to work independently.

Collaborative partner Ability to communicate effectively, clearly and concisely at all levels (both internally and externally).

Good presentation skills.

Strong knowledge of industry practices on credit economic capital or regulatory standards e.g. Basel, capital risk etc.

Strong mathematical abilities; is detailed and meticulous.

Ability to work and deliver within tight deadline.