To protect Shareholders value by way of optimizing Economic Capital based on calculated financial risks (asset, liability and asset-liability mismatching risks) and tested in different scenarios. Support the Group CRO to drive all relevant financial risk management activities of the Malaysia entities, overseas entities and the Group.
Manage efficient and effective execution of assigned projects ensuring timeliness, and quality of deliverables, as well as engaging different stakeholders to ensure coordination during execution. Provide technical guidance and support for internal staff and assist with technical reviews.
Perform Annual Review - Strategic Asset Allocation (SAA): Ensure the quality of SAA Optimization analysis by considering risk return position of all funds. Ensure the timeliness of the SAA analysis (Including Investment Mandates review) and buy-in of relevant stakeholders, including ALCO and IC members. Stress Testing: Ensure the quality of annual stress test (including scenario testing) for Multi-Year Budget (MYB).
Policy Review: Undertaking a periodic review to assess the effectiveness of risk management framework/policies is necessary to ensure that the framework continues to evolve and meet the needs of the Group.
Dividend Assessment: Ensuring the CAR after reflecting the dividend proposed by Finance remains above ITCL.
Business As Usual (BAU) Ensure the timeliness and quality of the Integrated Financial Risk Report consists of : ALCO report, which include Financial related KRI, Investment Margin, ALM profile analysis and credit risk dashboard. MRC report, including KRI and Solvency position. Ageas Regional Reports, include MIS Report and Financial Capital Generation (FCG), Ageas Key Risk Report etc. Maybank's Group Report, including Enterprise Risk Dashboard (ERD), Investment monitoring, Contingency Funding Plan (CFP) etc.
Project/ Sector initiatives Support for department initiatives by ensuring timeliness and quality of deliverables. The strategic initiatives, including but not limited to: * Provide feedback loop to Multi-year budget (MYB) exercise. * Design and calibrate the group solvency framework
One-off stress testing exercises to comply with changes in regulatory standards i.e. CRMSA, CRST. Analysis requested by stakeholders such as Finance and Actuarial to aid business decisions and/ or proactive monitoring of volatile economic conditions.
Job Requirement
Graduate or post graduate level with focus on quantitative discipline (Actuarial, Economics, Engineering, Physics, Statistics. or Part or full professional qualification in related discipline e.g. CERA/CFA/FRM/ASA/FSA
Strong analytical and problem-solving skills with attention to detail. Good understanding of financial risk concepts, capital management, and ESG principles.
Proficiency in Microsoft Excel and PowerPoint; familiarity with Python, R, or Power BI is a plus. Strong interpersonal and communication skills for cross-functional coordination.
Eagerness to learn, adaptable, and able to work both independently and in a team.
