Deskripsi Pekerjaan
Affin Bank is seeking a visionary and strategic leader to join our Finance division as the Vice President, Capital Management (IRB Project). In this high-impact role, you will serve as the primary Finance lead for the successful end-to-end implementation of the Internal Ratings-Based (IRB) approach for credit risk under the Basel framework. This is a cornerstone initiative for the bank, aimed at enhancing our capital efficiency and sophisticated risk management capabilities.
As we continue our digital and structural transformation, you will play a pivotal role in bridging the gap between regulatory requirements and financial performance. You will be responsible for overseeing the integration of IRB models into our capital planning, ensuring that Affin Bank remains at the forefront of regulatory excellence and financial resilience. This role offers a unique opportunity to lead a critical project that will shape the long-term strategic direction of the bank’s balance sheet.
The ideal candidate will possess a deep understanding of Basel III/IV standards, capital optimization techniques, and the technical nuances of RWA (Risk-Weighted Assets) reporting. We are looking for a professional who thrives in collaborative environments, capable of leading cross-functional teams and engaging with senior stakeholders to deliver complex regulatory outcomes.
Tanggung Jawab
- Lead the Finance workstream for the implementation and maintenance of the Internal Ratings-Based (IRB) framework across the group.
- Direct the calculation and optimization of Risk-Weighted Assets (RWA) to ensure capital efficiency and regulatory compliance.
- Collaborate closely with Risk Management and IT departments to ensure IRB models are accurately integrated into financial reporting systems.
- Develop and manage the bank’s capital adequacy projections and stress testing scenarios under the IRB approach.
- Act as the primary liaison with regulatory bodies, including Bank Negara Malaysia (BNM), regarding IRB capital submissions and audits.
- Provide strategic insights to senior management on the impact of Basel III/IV regulations on the bank’s capital structure.
- Oversee the preparation of comprehensive capital management reports for the Board and Risk Committees.
- Mentor and develop a high-performing team of capital management specialists, fostering technical growth and innovation.
Kualifikasi
- Bachelor’s degree in Finance, Accounting, Mathematics, or a related quantitative field; Professional certifications such as CFA, FRM, ACCA, or CPA are highly advantageous.
- Minimum of 10-15 years of experience in Banking or Financial Services, with a specialized focus on Capital Management or Regulatory Finance.
- Proven track record in leading Basel II/III/IV implementation projects, specifically within the IRB framework.
- Advanced knowledge of credit risk modeling, capital adequacy ratios (CAR), and RWA calculation methodologies.
- Strong understanding of Bank Negara Malaysia (BNM) regulatory guidelines and international banking standards.
- Exceptional leadership skills with experience managing large-scale, high-complexity projects in a matrix organization.
- Strategic analytical mindset with the ability to communicate complex technical concepts to non-technical stakeholders.
- Proficiency in financial modeling and experience with regulatory reporting software.