Risk Management Department (Credit Risk)
MNC
Full Time
Kuala Lumpur
Posted 9 months ago
Company Business Nature:
One of the largest Japanese bank in the world, offering financial services to clients around the world.
Location: KLCC, reachable by public transport
Working Days: Monday – Friday
Key Responsibilities:
- Ensure that sound Credit Risk management and monitoring are in place.
- Prepare and analyze credit risk portfolio and credit concentration.
- Compute and monitor the Expected Credit Loss (ECL), Single Counterparty Exposure Limit (SCEL) and Credit Risk Appetite.
- Prepare credit risk reports and papers for Management Credit Committee and Board Risk Committee.
- Review and enhance credit risk policies and procedures.
- Involve in stress testing and scenario analysis.
- Participate in Basel reporting and other regulatory reporting based on BNM’s guidelines.
- Participate in credit risk model monitoring.
- Keep updated on Basel, BNM and parent bank’s requirements.
- Participate in credit risk assessment on new products.
- Assist HOD on preparing information for regulator, auditors, parent bank and management.
Qualifications/Requirements:
- Degree in Economics, Finance, Banking, Statistics, Actuarial Science, Mathematics or equivalent.
- At least 2-3 years of credit risk analysis experience.
- Experience in ECL computation including model validation based on MFRS9 will be an added advantage.
- Experience in preparing presentation materials for senior management would be an added advantage.
Salary: Up to RM7,000
Fixed Allowance: RM270 transport allowance