- It covers the bank-wide risk mgmt. initiatives such as ICAAP, Stress testing, Risk appetite, Top risks & Risk heat map etc.
- Lead the Bank-wide Internal Capital Adequacy Assessment Process (ICAAP), including material risk assessment, sound capital management and regulatory submission.
- Assist in the preparation of Stress testing / Reverse stress testing, including scenario planning, financial modelling, cause-effect analysis, assessment of results etc.
- Monitor the Risk Appetite Statement (RAS) dashboard and conduct annual review on Bank's risk appetite thresholds, linking business strategies and risk appetite.
- Monitor the Bank's Top Risk and Risk Heat Map (RHM) to identify the current and emerging Top risks and conduct risk assessment.
Review and update the Corporate risk related frameworks, policies and procedures.
- Degree in any related field
- 5 years of credit risk working experience in financial services industry
- Familiar with preparaing Credit Risk report for the commitee
- Knowledge of MFRS