Manager, Credit Risk

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• 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

• Conduct portfolio specific reviews of Basel II/III risk models and frameworks for individual financial institutions (FI) and monitor/review FI’s portfolios, validation of existing approved models, systems and methodologies to ensure in line with regulatory requirements
• Develop and validate BNM’s credit risk models
• Conduct horizontal assessment of risk measurement models, methodologies or practices to identify issues, norms and best practice
• Contribute to applied research, development and operationalisation of new risk measurement and mitigation techniques and tools
• Provide guidance on the use of newly-developed surveillance infrastructure tools to relevant stakeholders
• Participate in critical technical review of global regulatory standards
• Conduct specific impact analysis on complex areas of policy development and provide views on pragmatic policy formulation
• Conduct specific horizontal surveillance initiatives to identify, assess and manage emerging risk to financial stability
• Conduct specific technical reviews of new-to-market product approval
• Provide leadership and oversight to team
• Assist in strengthening capacity of supervisors on technical areas.
• Participate in the formulation and implementation of the business plan in alignment with the desired outcomes of BNM

CRITICAL SUCCESS FACTORS

• Ability to provide direction and guidance in identifying & managing risks to stability through horizontal assessment of risks on FIs
• Ability to develop and strengthen systems, tools and refinement of methodologies for effective horizontal surveillance and supervision
• Ability to identify gaps and effectively contribute in capacity building of supervisors on technical and regulatory developments to undertake effective supervision
• Effective collaboration and networking with internal and external stakeholders

QUALIFICATION / EXPERIENCE

• Academic Qualifications: Bachelors Degree in Finance, Accounting, Economics, Actuarial Science, Statistics, IT or where applicable
• Experience: minimum 5 years in risk management & Basel II/III related areas
• Experience in developing and/or validation of credit risk models for Basel II/III or MFRS 9
• Knowledge in programming / modelling and data analytics

ONLY SHORTLISTED CANDIDATES WILL BE NOTIFIED

How do your skills match this job?

Your application will include the following questions:

• Which of the following statements best describes your right to work in Malaysia?
• Which of the following types of qualifications do you have?
• How many years' experience do you have as a Credit Risk Manager?
• What's your expected monthly basic salary?
• Have you worked in a role which requires experience with statistical modelling?

Bank Negara Malaysia, as the nation's Central Bank, is committed to excellence in promoting monetary and financial system stability and fostering a sound and progressive financial sector, to achieve sustained economic growth for the benefit of the nation. Bank Negara Malaysia also places high importance in its developmental role with respect to economic management, institutional building and the development of the financial system infrastructure.

The Bank invests heavily in nurturing our talent to enhance their performance and realising their potential. Targeted talent development and career growth opportunities, continues to be given focus to drive performance.