About this role
<p><strong><u>Summary</u></strong></p> <p>To assist in the development, implementation and monitoring of the Basel/ CAFIB Framework, and other related risk management functions as assigned by the Head of Department/Division.</p> <p> </p> <p><strong><u>Duties and Responsibilities</u></strong></p> <ol> <li>Assist in compliance and reporting of BNM Capital Adequacy Framework for Islamic Bank (“CAFIB”) related requirements, encompassing Credit Risk, Market Risk and Operational Risk:</li> </ol> <ol> <li style="list-style:none"> <ol style="list-style-type:lower-alpha"> <li>End-to-end preparation of monthly reporting for STATsmart Reporting for CAFIB, for Capital and RWA components.</li> <li>Facilitate the implementation and migration towards latest BNM & Basel’s approach on all CAFIB components</li> <li>Facilitate risk assessments, planning and implementation of CAFIB-related Policy Documents from BNM, based on their latest updates.</li> </ol> </li> </ol> <p> </p> <ol start="2"> <li>Perform/ review the Total Capital Ratio (TCR) computation for all components of BNM ’s CAFIB submission for the Bank (monthly) and Group (quarterly) level, with emphasis on:</li> </ol> <ol> <li style="list-style:none"> <ol style="list-style-type:lower-alpha"> <li>Accuracy & timeliness of TCR submission to BNM.</li> <li>Facilitation on the TCR optimization initiatives (not limited to) by influencing the eligibility of Investment Account (IA) as risk absorbent, close monitoring of Asset Class with RW150% and performing review on the physical collateral updates by Business Units.</li> </ol> </li> </ol> <p> </p> <ol start="3"> <li>Perform/ conduct projects and initiatives related to system enhancement/ automation of existing workflow related to CAFIB in Excel, VBA, SQL or SAS.</li> </ol> <p> </p> <ol start="4"> <li>Assist in capital planning, budgeting and profitability matters:</li> </ol> <ol style="list-style-type:lower-alpha"> <li>prepare the Bank and Group’s capital requirement forecast for the next 3 years</li> <li>assist in checking RAROC ‘s Risk Weighted Asset (RWA) computation and conduct manual adjustment on ECL number.</li> </ol> <p> </p> <ol start="5"> <li>Prepare, review & facilitate write-ups for Annual Reports and Financial Statements, which includes:</li> </ol> <ol style="list-style-type:lower-alpha"> <li>Pillar 3 Disclosure under Capital Adequacy Framework on a half-yearly basis</li> <li>Financial Statement Disclosure on a quarterly basis in line with the Malaysian Financial Reporting Standard (MFRS) as required by Finance Division.</li> <li>Key Risk Mitigations, Statement of Risk and Internal Controls</li> <li>other sections as and when required</li> </ol> <p> </p> <ol start="6"> <li>Perform/ review the Recovery Rate Monitoring for Physical Collateral Recognition computation for all businesses.</li> </ol> <p> </p> <p> </p> <ol start="7"> <li>Prepare the monthly Risk Management Reports for CAFIB and other reports as required.</li> </ol> <p> </p> <ol start="8"> <li>Review and where necessary, enhance existing policies, guidelines and manuals which relates to CAFIB, and/ or other related functions.</li> </ol> <p> </p> <ol start="9"> <li>Provide capital charge assessment and advisory to the relevant Business/ Support Units/ stakeholders as and when required.</li> </ol> <p> </p> <p> </p> <ol start="10"> <li>Carry out any duty or ad-hoc assignment assigned by the Supervisor/ Head/ GCRO/ the Group’s Senior Management and the Board from time to time.</li> </ol> <p> </p> <ol start="11"> <li>Assist other units/ departments within GRMD whenever applicable.</li> </ol> <p> </p> <ol start="12"> <li>Ensure adherence and compliance to all internal policies/ guidelines and external regulatory requirements.</li> </ol> <p> </p> <p><strong><u>Job Requirements</u></strong></p> <table style="width:443.6pt" border="1" cellspacing="0" cellpadding="0"> <tbody> <tr style="height:14.4pt"> <td style="width:110.5pt" valign="top"> <p><strong>Qualification</strong></p> </td> <td style="width:333.1pt" valign="top"> <ul> <li>Degree in Finance / Banking / Actuarial Sciences / Accountancy, Business Studies / Administration / Management, Statistics, Economics or any related disciplines.</li> </ul> </td> </tr> <tr style="height:14.4pt"> <td style="width:110.5pt" valign="top"> <p><strong>Years of Experience</strong></p> </td> <td style="width:333.1pt" valign="top"> <ul> <li>5 years experience of Banking and/ or any related working experience.</li> </ul> </td> </tr> <tr style="height:14.4pt"> <td style="width:110.5pt" valign="top"> <p><strong>Specific Skills/Knowledge and Certification Required</strong></p> </td> <td style="width:333.1pt" valign="top"> <p><u>Core Competencies</u></p> <ul> <li>Advanced Microsoft Excel knowledge</li> <li>Microsoft office (Words, Excel, PowerPoint)</li> </ul> <ul> <li>Extended experience in handling large amounts of account level data in Excel / SAS / database from Finance / Risk / Compliance perspective.</li> <li>Able to work in a team as well as independently with minimum supervision.</li> <li>Assertive and innovative team player, highly independent, committed, self-motivated, resourceful and result-oriented</li> </ul> <p><u>Highly Desirable</u></p> <ul> <li>Banking Finance and Risk experience</li> <li>SAS Enterprise Guide</li> </ul> <ul> <li>Experience with Capital Adequacy Framework, Risk Weighted Assets or Regulatory Reporting.</li> <li>Microsoft VBA for Excel automation</li> </ul> <p><u>Additional Assets</u></p> <ul> <li>Treasury or Traded Risk exposure</li> </ul> <ul> <li>SQL and Database exposure</li> <li>Experience of participation in data project implementation such as RWA / Risk datamart, MFRS9 ECL system, FTP system, Enterprise Data Warehouse, etc.</li> </ul> </td> </tr> </tbody> </table> <p> </p>