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

AmBank (M) Berhad
Job Summary
  • Experience 10-12 Years
  • Telecommuting

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 efficiently Monthly analysis of Basel FIRB RWA and SA movements on credit exposures Identify root drivers of RWA trends and movement Tracks actual vs budget identify root cause of deviation and restorative actions Develop and apply RWA forecasting approach and undertake RWA capital budgeting with business unit finance and capital balance sheet management unit Identify areas for RWA efficiency and drive RWA efficiency initiatives Undertake 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 computation Basic PD LGD EAD characteristics of credit models Familiar with RoRWA RoCE RaRoc or RoRac concept SAS 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: 2020-01-30

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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