Manager, Treasury Capital
- Kuala Lumpur
- Permanent
- Full-time
- Support the implementation of Basel 3.1 including Standardised Approach (SA) for credit risk, Internal Ratings-Based Approach for Credit Risk, Operational Risk, Standardised Approach for Counterparty Credit Risk (SA-CCR) and Credit Valuation Adjustment (CVA) risk.
- Monitor and report on project progress, risks and issues.
- Interpret regulatory policy documents and translate the requirements into business and technical specifications.
- Perform gap analyses between BNM and MAS Basel 3.1 requirements
- Analyse and model the impact of the new capital rules on the Bank's operations and socialise impacts with key stakeholders.
- Ensure all reporting complies with BNM regulatory requirements.
- Coordinate between Basel 3.1 Project team, Risk, Business, and cross-border Treasury Capital teams to ensure clarity of project deliverables.
- Oversee the upgrade or development of systems needed to support new data capture, calculations and reporting requirements.
- Work with Project team and Data team to address data quality, completeness, and lineage.
- Coordinate UAT and validate the results.
- Ensure successful transition from existing Basel frameworks to the Basel 3.1 standards.
- Participate in industry / regulatory engagements on Basel 3.1
- Participate in the Basel 3.1 change projects and ensure deliverables are completed in a timely manner.
- Enhance processes and procedures and mitigate operation risk within capital reporting processes.
- Finance/Accounting/ Business related University Degree, OR ACCA/CFA/CPA/MIA qualification
- 7-10 years of experience in banking or financial services, with a focus on Basel regulation or capital/risk management.
- Knowledge of Basel 3.1 standards on credit and CVA risk framework.
- Strong analytical, communication and stakeholder management skills.
- Capital Reporting
- Liquidity Management
- Finance and Accounting
- Financial Analysis
- Effective Communication
- Knowledge of organisation
- Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do
- Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well
- Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term
- Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations.
- Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum.
- Flexible working options based around home and office locations, with flexible working patterns.
- Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits
- A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning.
- Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential.