Analyst, Credit Risk

POSITION: FIRST LEVEL EXECUTIVE, CREDIT RISK - RISK SPECIALIST & TECHNOLOGY SUPERVISION DEPARTMENT

ROLE PURPOSE:

• To ensure effective implementation of strategic outcomes and coordination with other stakeholders in the financial stability sector of BNM.
• To ensure continuous horizontal surveillance across industry to identify emerging risk and managing risk to financial stability.

PRINCIPAL ACCOUNTABILITIES

• Assist in portfolio specific reviews of Basel II/III risk models and frameworks and portfolio validation reviews by undertaking preliminary research, data gathering and analysis.
• Assist in the horizontal assessment of risk measurement models, methodologies or practices.
• Assist in applied research, development and operationalization of new risk measurement and mitigation techniques and tools.
• Provide assistance on the use of newly-developed surveillance infrastructure and tools to relevant stakeholders.
• Participate in critical technical review of global regulatory standards.
• Assist in specific impact analysis on complex areas of policy development and provide initial views on pragmatic policy formulation.
• Assist in specific horizontal surveillance initiatives to identify, assess and manage emerging risks to financial stability.
• Provide initial input on assessing new-to-market product approval applications.
• Assist in capacity building of supervisors on technical areas.
• Participate in the formulation of the business plan of RSTS in alignment with the desired outcomes of the Bank. Ensure effective implementation of the business plan to meet desired outcomes.

SKILLS/ KNOWLEDGE

• Candidate must obtain credit in Sijil Pelajaran Malaysia (SPM) for subjects including Bahasa Malaysia, English and Mathematics.
• Candidate must possess a Bachelor's Degree in Finance/ Accounting/ Economics/ Statistics or equivalent with a minimum CGPA of 3.00 and above or Second Class Upper.
• Possess 2 to 3 years of working experience in risk management.

ONLY SHORTLISTED CANDIDATES WILL BE NOTIFIED