• Vice President, Basel Credit (RWA) Analytics Jobs in Malaysia - 992026

    AmBank (M) Berhad
  • 10 - 12 Years
  • Malaysia - Kuala Lumpur
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  • Posted 21 days ago
  • Job Views: 1
  • Job Applicants: Less than 10

Job Description

Job Responsibilities

Engage in analysis and forecasting Basel FIRB (Foundation Internal Ratings Based Approach) and SA RWA (Standardised Approach Risk-weighted assets) for the banking group to manage and control its capital usage efficientlyMonthly analysis of Basel FIRB RWA and SA movements on credit exposuresIdentify root drivers of RWA trends and movementTracks actual vs budget, identify root cause of deviation and restorative actionsDevelop and apply RWA forecasting approach, and undertake RWA capital budgeting with business unit, finance, & capital balance sheet management unitIdentify areas for RWA efficiency, and drive RWA efficiency initiativesUndertake RWA simulations on portfolio risk migrations, and engage in discussions to manage RWA/capital ratio volatility
Job Requirements

Any degree, 2nd class and aboveHave knowledge in Basel FIRB and SA risk-weights, FIRB treatment for defaults, basic CET1, Tier-1, Tier-2 capital ratio computationBasic PD LGD EAD characteristics of credit modelsFamiliar with RoRWA, RoCE, RaRoc or RoRac conceptSAS or SQL programming to extract data and perform analysis

Profile Summary

Type:Company Job

Role:Senior Manager

Industry:Banking/Financial Services

Salary:Not Disclosed

Deadline:30th Jan 2020

Company Profile

Established in August 1975, AmBank Group is one of the largest banking groups in Malaysia by market capitalization and comprises AMMB Holdings Berhad and its subsidiaries:
AmInvestment Bank Berhad
AmBank (M) Berhad
AmBank Islamic Berhad
AmGeneral Insurance Berhad
AmMetLife Insurance Berhad
AmMetLife Takaful Berhad
At AmBank Group, our people are the reason for our achievements today.
We believe in diversity and creativity. We look for energy, deep passion and an unwavering drive to excel.
We want motivated, agile and ambitious young individuals to join us in building a first-class team to deliver excellence within a dynamic and results-oriented environment.
Adding greater value to this one-stop financial hub is the Group’s strategic partnership with Australia and New Zealand Banking Group Ltd (ANZ), one of Australia’s leading financial institutions, International Assurance Group (IAG) and MetLife, Inc. providing the synergy of a wide network, regional presence, and international banking and financial services expertise.

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