Team Lead, Reporting & Analytics, Non Traded Risk, Group Market Risk, Group Risk

Job Responsibilities:

• To develop and prepare Group-level enterprise risk reports to Management and Board-level Committees covering Market Risk, which include Interest Rate Risk and Liquidity Risk. Where required, to prepare adhoc risk reports based on requests from Management, rating agencies, regulators and other stakeholders.
• To prepare monthly Basel III LCR reporting, Interest Rate Risk in Banking Book reporting and Basel III Net Stable Funding Ratio (NSFR on quarterly basis) reporting to Bank Negara Malaysia (regulatory requirement) for the Group.
• To continuously engage with Risk Functional teams to ensure the right information is provided to the right people at the right time.
• To continuously engage with the Data and System Analytics teams to improve the reporting turnaround time at which risk information is made available through automation and deployment/enhancements of risk systems.
• To close information gaps (including data quality and data completeness) through initiatives with stakeholders.
• Develop and prepare Group-level enterprise risk reports covering Market Risk, Interest Rate Risk and Liquidity Risk for Management and Board-level Committees (ERC, ALCO and RMC), including ad hoc reports for Management, rating agencies and regulators.
• Prepare regulatory submissions to Bank Negara Malaysia for the Group, including monthly Basel III Liquidity Coverage Ratio (LCR), Interest Rate Risk in the Banking Book (IRRBB) and quarterly Net Stable Funding Ratio (NSFR) reporting.
• Develop and prepare limits management and surveillance reports on non-trading book activities across the Group, in line with risk limits, standards, regulations and frameworks.
• Engage Risk Functional teams to develop key risk metrics and ensure the right information reaches the right stakeholders at the right time.
• Partner with Data and System Analytics teams to improve reporting turnaround time through automation and enhancement of risk systems, and lead Group enterprise reporting projects such as LCR and NSFR automation.
• Close information gaps across data quality and completeness through initiatives with stakeholders.
• Supervise, coach and manage team members to deliver against KPIs, share knowledge, manage succession planning and foster a positive workplace culture.

Job Requirements:

• Tertiary education; a degree in Finance, Accounting, Risk Management, Statistics or Actuarial Science would be useful.
• Experienced in enterprise risk management, including engagement with Senior Management, Board and regulators.
• Strong reporting, data quality and stakeholder management skills, with proven ability to lead teams and meet regulatory reporting deadlines.
• Professional certifications in risk management (e.g. PKMC, CFA) would be an advantage.