The Role
Manage and support the evaluation of credit risk capital, implement regulatory risk measures, and optimize Risk Weighted Asset Calculator. Ensure risk management controls and engage stakeholders for effective operations.
Summary Generated by Built In
Job Purpose
- Support team lead to evaluate, properly measure and monitor credit risk capital..
- Support the implementation of all regulatory risk capital measures required including Basel implementation across the Group.
Key Responsibilities
Internal Business Process
- Monitor IRB Coverage Ratio threshold and provide inputs on credit portfolios that could be migrated to IRB.
- Support development and deployment of the RAROC Calculator to support risk-based pricing and risk-return analytics.
Improve Operations
- Configure and support on-going maintenance of Risk Weighted Asset Calculator (SAS-CRMS) for Basel II Risk Weighted Capital Adequacy Framework Reporting.
- Ensure that revision to operating practices or processes pertaining to regulatory and capital risks are appropriately agreed by all stakeholders and communicated effectively.
- Provide advice on data to be brought into DDS as required to DMU to ensure the correct data is used for Risk Weighted Asset computation.
- Support internal process re-engineering on Pillar I and Pillar III by advising on functional and business rules.
- Support team lead and Unit Head in RWA Optimization initiatives in collaboration with Finance and Business Units.
Customer
- Ensure effectiveness and adequacy of risk management controls through audit rating and compliance, external auditors and regulators, and effective partnership with key stakeholders.
- Engage with business units in terms of understanding movements in credit RWA on a month-to-month basis.
- Provide advice and explanation on queries on credit Risk Weighted Asset where required.
Skills Required
- Experience in credit risk analytics
- Proficiency in SAS software
- Knowledge of Basel II regulations
- Strong analytical skills
- Experience in financial services environment
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The Company
What We Do
CIMB Group is a leading ASEAN universal bank, one of the largest Asian investment banks and one of the world's largest Islamic banks. We are headquartered in Kuala Lumpur, Malaysia and offer consumer banking, commercial banking, wholesale banking, Islamic banking, and asset management products and services. As the fifth largest banking group in ASEAN, we have over 36,000 staff in 16 locations across ASEAN, Asia and beyond. CIMB Bank and CIMB Islamic Bank are members of PIDM.
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