Senior Risk Analyst, Conventional Reporting

Job Description

• 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).
• Provide feedback loop and recommendation to ensure the MYB is operating within the Board's appetite.
• Ensure the timeliness of the Stress Test Report to support for the Board approval on the MYB plan.
• 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, Ageas Key Risk Report and Financial Capital Generation (FCG), etc.
• Maybank's Group Report, including Enterprise Risk Dashboard (ERD), Investment monitoring, etc.
• Perform stress testing for the Multi Year Budget (MYB), Ageas ORSA, Maybank Group Stress Test (GST), Financial Conditional Report (FCR) (specifically for EGIB and ELIB):
• Ensure the timeliness and quality of stress test report(s).
• Ensure the stress test performed in accordance to the requirements of each stress test.
• Weekly Capital Adequacy Ratio (CAR) Monitoring for Weekly Business Review (WBR):
• Compute the expected CAR on a weekly basis to be presented at WBR.

Job Requirement

• University: Graduate or post graduate level with focus on quantitative discipline (Actuarial,

Economics, Engineering, Physics, Statistics)

• Minimum of 3–5 years of relevant experience in financial risk management, actuarial, finance, or investment-related functions, preferably within the insurance or financial services industry
• Solid experience with financial risk reporting, SAA/stress testing, or solvency monitoring is an advantage
• Strong technical and analytical skills with a good understanding of capital adequacy, ALM and financial risk indicators.
• Proficiency in Microsoft Excel and PowerPoint; familiarity with Python, R, or Power BI is a plus.
• Ability to interpret complex financial models and perform scenario/stress testing and analysis.
• Strong interpersonal and communication skills for cross-functional coordination.
• Ability to guide and train junior staff on a variety of tasks.
• Self-driven, with strong ownership of work and continuous improvement mindset.