Manager,CAFIB

Summary

To assist in the development, implementation and monitoring of the Basel/ CAFIB Framework, and other related risk management functions as assigned by the Head of Department/Division.

Duties and Responsibilities

Assist in compliance and reporting of BNM Capital Adequacy Framework for Islamic Bank (“CAFIB”) related requirements, encompassing Credit Risk, Market Risk and Operational Risk:
End-to-end preparation of monthly reporting for STATsmart Reporting for CAFIB, for Capital and RWA components.
Facilitate the implementation and migration towards latest BNM & Basel’s approach on all CAFIB components
Facilitate risk assessments, planning and implementation of CAFIB-related Policy Documents from BNM, based on their latest updates.
Perform/ review the Total Capital Ratio (TCR) computation for all components of BNM ’s CAFIB submission for the Bank (monthly) and Group (quarterly) level, with emphasis on:
Accuracy & timeliness of TCR submission to BNM.
Facilitation on the TCR optimization initiatives (not limited to) by influencing the eligibility of Investment Account (IA) as risk absorbent, close monitoring of Asset Class with RW150% and performing review on the physical collateral updates by Business Units.
Perform/ conduct projects and initiatives related to system enhancement/ automation of existing workflow related to CAFIB in Excel, VBA, SQL or SAS.
Assist in capital planning, budgeting and profitability matters:
prepare the Bank and Group’s capital requirement forecast for the next 3 years
assist in checking RAROC ‘s Risk Weighted Asset (RWA) computation and conduct manual adjustment on ECL number.
Prepare, review & facilitate write-ups for Annual Reports and Financial Statements, which includes:
Pillar 3 Disclosure under Capital Adequacy Framework on a half-yearly basis
Financial Statement Disclosure on a quarterly basis in line with the Malaysian Financial Reporting Standard (MFRS) as required by Finance Division.
Key Risk Mitigations, Statement of Risk and Internal Controls
other sections as and when required
Perform/ review the Recovery Rate Monitoring for Physical Collateral Recognition computation for all businesses.
Prepare the monthly Risk Management Reports for CAFIB and other reports as required.
Review and where necessary, enhance existing policies, guidelines and manuals which relates to CAFIB, and/ or other related functions.
Provide capital charge assessment and advisory to the relevant Business/ Support Units/ stakeholders as and when required.
Carry out any duty or ad-hoc assignment assigned by the Supervisor/ Head/ GCRO/ the Group’s Senior Management and the Board from time to time.
Assist other units/ departments within GRMD whenever applicable.
Ensure adherence and compliance to all internal policies/ guidelines and external regulatory requirements.
Job Requirements

Qualification

Degree in Finance / Banking / Actuarial Sciences / Accountancy, Business Studies / Administration / Management, Statistics, Economics or any related disciplines.
Years of Experience

5 years experience of Banking and/ or any related working experience.
Specific Skills/Knowledge and Certification Required

Core Competencies

Advanced Microsoft Excel knowledge
Microsoft office (Words, Excel, PowerPoint)
Extended experience in handling large amounts of account level data in Excel / SAS / database from Finance / Risk / Compliance perspective.
Able to work in a team as well as independently with minimum supervision.
Assertive and innovative team player, highly independent, committed, self-motivated, resourceful and result-oriented
Highly Desirable

Banking Finance and Risk experience
SAS Enterprise Guide
Experience with Capital Adequacy Framework, Risk Weighted Assets or Regulatory Reporting.
Microsoft VBA for Excel automation
Additional Assets

Treasury or Traded Risk exposure
SQL and Database exposure
Experience of participation in data project implementation such as RWA / Risk datamart, MFRS9 ECL system, FTP system, Enterprise Data Warehouse, etc.