Vice President, Credit Risk Analytics

About Alliance Bank Malaysia Berhad

Alliance Bank Malaysia Berhad and its subsidiaries, Alliance Direct Marketing and Alliance Islamic Bank Berhad, offers banking and financial solutions through its Consumer, SME, Commercial, Corporate and Islamic banking. The Bank provides easy access to its broad base of customers throughout the country via multi-pronged delivery channels that include retail branches, Privilege Banking Centres, Business Centres, and Digital banking services.

We are currently seeking a high caliber professional to join our Group Credit Risk department under Group Risk Management division as a Vice President, Credit Risk Analytics.

The Role

A successful candidate in this position will be accountable for the following:

• Assist on the implementation of an integrated Risk Management Framework across the Group
• Enhance credit risk management capabilities across the Group

Job Description

Risk Management Tools, Methodology and Framework:

• Develop credit risk management tools, methodology and framework to manage risk at consolidated and segment levels.
• Align objectives of Lending Units and Risk Management for cohesive actions at Group level to achieve set targets.

Risk Analytics /Reporting

• Provide portfolio analytics support to Board/Management Risk Committees via risk dashboards and reports to enable informed decision-making on risk management efforts and strategies.
• Develop a risk analytical data mart to facilitate dashboard reporting and implementation of various risk management frameworks.
• Review and track portfolio key risk indicators e.g. concentration limits, delinquencies/GIL, loan growth2, expected loss/unexpected loss, expired limits etc for better risk control purposes.
• Continuous enhancement of analytics capability to facilitate dashboard reporting and monitoring of various credit risk exposure for timely and accurate escalation of reports to senior management.

Internal Capital Adequacy Assessment Process (ICAAP)

• Perform annual risk assessment exercise as part of ICAAP; to ensure that all material risks faced by the bank under credit are promptly identified and assess whether the changing risk profile affects the bank’s overall capital adequacy.

Policies and Product

• Formulate and review core credit risk policies and limits to govern the business activities undertaken by the various LOBs in ABG.
• Review supplementary credit policies and product programs from business units to ensure credit risk is adequately mitigated prior to being approved by the respective authority.
• Provide input and feedback on mitigating risk arising from the introduction of new banking products by the Group in order to minimize potential credit losses and reputation risks.

Risk Management Projects

• Develop and implement risk management projects to improve the effectiveness and efficiency of the risk management process of the Group (e.g. Basel II & III).
• Participate in other departments’ projects to enhance the overall effectiveness of projects.

Risk Rating System Support

• Establish monitoring and reporting process for performance and compliance to rating governance.
• Provide guidance and support to business units to ensure business activities can be carried out effectively by various LOBs in ABG.

Supporting GRMC

• Assist in the execution of regular/ ad-hoc initiatives / assignments to protect the Group’s portfolio and shareholder value.
• Follow-up on actions required to resolve risk management issues as instructed by GRMC for continuity and improvement of the risk management processes.

Ad-hoc Project / Assignments

• Assist in the execution of various ad-hoc risk related reporting, assignments and projects to strengthen the Group’s risk management capabilities

Job Requirements

Skills

• Possess strong analytical and problem-solving skills
• Effective communication skill both written and oral
• Good interpersonal skills and project management ability
• Technical skills e.g. Ms SQL, SAS will be an added advantage.

Knowledge

• Quantitative and statistical methodologies and techniques.
• IT systems, credit models and data structure.
• Strong statistical and finance knowledge
• Key regulations e.g. BNM Guidelines, FSA, Basel II/III, etc.
• Banking products & laws
• Best practices in credit risk management.

Experience

• Graduate with at least 8 years of relevant experience in credit risk management.