Create the future with Affin! ​​You too can make a difference.

We continuously innovate to transform our financial services landscape - making banking better and easier. Join us at AFFIN, where the open minds meet and be inspired by a shared commitment to great work. Here, you don’t just stay at the forefront of the industry – you can make a difference too.

JOB PURPOSE

• Assist in the management of Basel Risk Weighted Assets (“RWA”) system including system enhancement project and maintenance of parameter/lookup files.
• Support the stress testing exercise for regulatory submission and ad-hoc purposes including the BNM regulatory stress test and Recovery Planning scenario analysis.

ACCOUNTABILITIES

• Assist in the maintenance of the Basel RWA system and provide advisory support for end users to resolve any issues related to the system.
• Participate in the Basel III enhancement project, including engagement with business units to discuss business requirement and conducting User Acceptance Testing (“UAT”).
• Assist to perform stress testing/sensitivity analysis for regulatory and internal purposes including scenario development, risk parameters and methodologies as and when necessary.
• Assist in Recovery Planning scenario analysis/stress testing simulation.
• Highlight and report key risk issues for management and Board reporting including breaches of risk appetite and assessment of potential risk concerns arising from external events.
• Maintain data integrity and accuracy in conducting all risk reporting work.
• Maintain high standard of discipline and conduct of ethics as per Bank’s rules and regulations.
• Perform any other duties and ad-hoc analysis report as and when assigned by Head, Enterprise Risk and Group Chief Risk Officer.

JOB REQUIREMENTS

• Minimum Bachelor’s Degree in Finance, Corporate Secretarial, Accounting or related discipline.
• At least 3 years working experience preferably in finance/banking/analytical work.
• Experience in bank’s risk management is an added advantage.
• Strong Microsoft Office and SAS programming skills.
• Good analytical and communication skills.
• Knowledge in Basel RWA.
• Ability to work under pressure to meet deadlines.