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Management Consulting Manager - Credit Risk - CFO & Enterprise Value

Kuala Lumpur Job No. r00171564 Full-time

Job Description

Requirements

Financial Services institutions (Universal/Investment bank or Broker-Dealer), Rating Agency or Professional Services / Risk Advisory with an understanding of one or more of the following areas:

  • Credit Risk Measurement for the purpose of financial instruments impairment and/or capital requirements calculation (PD, LGD, EAD methodologies), Credit Risk Underwriting Frameworks, Risk Based Pricing, Early Warning Systems, Credit Policy & Limit Management, Collections Frameworks, Counterparty credit risk management and experience on counterparty risk methodologies such as PFE, EPE.
  • Market Risk Measurement and Management related topics including operational processes, technologies, modeling approaches, risk aggregation and reporting, FRTB: Expected Shortfall, Default Risk Charge, NMRF; IBOR or LIBOR Transition experience. ; Hands on experience in VaR/SVaR/IRC/CRM calculations for variety of financial instruments across Currencies, Credit, Commodities, Rates etc.; In-depth understanding of new/evolving regulations in the Market Risk management space including treatment of off-balance sheet exposures, proprietary trading, systemic risk, stress testing, capital calculations, reporting standards etc.
  • Operational Risk Management Framework and methodology. Hands on experience in developing risk registers, conducting RCSAs, defining KRIs for risk management and control indicators, Risk Scenario Library & Analysis
  • Liquidity Risk Measurement, Reporting and Management, Balance Sheet Framework, Rates/Equities/Currency Risk, LCR, NSFR, Contingency Funding Requirement
  • Treasury Experiences: Asset Liability Management, Fund Transfer Pricing, Interest Rate Risk in Banking Book (IRRBB)
  • Portfolio Risk Management and Risk Monitoring Frameworks, ALLL/ Provisioning, Regulatory Capital & RWA Optimization, Economic Capital
  • Functional design and database modeling for risk management systems and applications
  • Financial Crime and Compliance:  AML & KYC Optimizations, Fraud and Regulatory Compliance with focus on Fraud Risk Management, Compliance Analytics, Enterprise Risk Management (Financial Services and non-Financial Services), Data Analysis & Aggregation, Trade Surveillance, Robotic Process Automation
  • Enterprise Risk Management: (Both FS & NON-FS firms such as Oil and Gas) Risk Appetite, Risk Tolerance, Risk Visualization, Platforms, Policies/Procedures/ Operating Manual, ERM Frameworks, Risk Catalogue, Implementation
  • Strong understanding of risk regulatory framework of one more of the major economies across globe (i.e. US, EU, etc.). Knowledge of Basel II/ III principles and practice, Dodd Frank, ICAAP, MIFID II, IFRS9, PSD2 etc.
  • Risk Platforms: Sungard, Murex, Sungard , Calypso, OpenPage, Fenergo, PEGA, JIRA, SAP HANA,  Bloomberg, Reuters, etc.
  • Experience in third party risk consulting will be preferred. Prior Risk Consulting experience at pre-eminent, global risk management consulting firms preferred.

Qualifications

Qualification

  • 8 - 10 years of risk management experience
  • Ability to lead the design and delivery of strategy, business case analysis, transformation programs, technology enablement, with respect to enterprise risk, portfolio management, capability maturity assessments, fraud & financial crime risk compliance programs, etc.
  • Ability to drive and build sales pipeline through BDs and Proposals
  • Strong project management skills and demonstrated experience in managing teams across functions and geographies
  • Exposure to working in globally distributed workforce environment including onshore and offshore
  • Excellent communication and interpersonal skills

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