Senior Risk Analyst, Concentration Management and Reporting

3 days ago


Kuala Lumpur, Kuala Lumpur, Malaysia RHB Banking Group Full time
Senior Risk Analyst, Concentration Management and Reporting

To support senior management in developing appropriate credit risk concentration limits aligned with the Group's risk posture and direction, aiming to achieve desirable credit risk concentration in key areas.

  • Bullet and balloon repayment limits,
  • Single Counterparty Exposures Limits,
  • Threshold for conglomerate exposures, and
  • Other relevant credit risk concentration limits.

The role involves implementing and managing approved credit risk concentration limits across the Group, encompassing:

  • Malaysia head office (Bank, Islamic, Investment),
  • Singapore operations,
  • Thailand operations,
  • Overseas subsidiaries (Cambodia, Laos).

This position requires supervision and review of team members on initial setup and day-to-day operationalization of various credit risk concentration limits across the Group, including but not limited to:

  • Identification of relevant information/data/input for capturing credit risk concentration limits drivers,
  • Risk limit operational definitions and interpretations (e.g., country risk definitions and measurements),
  • Limits request earmarking/allocation process for pipelines,
  • Month-to-month movement analysis,
  • Concentration risk limits reporting (internal and regulatory) and handling manual data workarounds where necessary,
  • UAT for changes/enhancements of the credit risk concentration limits system.

This role also involves periodic/annual reviews of underlying concentration risk limits methodology and risk drivers, highlighting new risks to senior management for further action/direction.

The role includes reviewing identified SCEL/conglomerate groups/government-related groups for relevancy and coverage of reported/maintained groupings, recommending possible changes to senior management for further action.

This position assists senior management in advising Business Units (Investment Banking, Corporate Banking, Business Banking) across the Group on determining exposures and exceptions related to various credit risk concentration limits at a transaction level, such as:

  • Recognition of equity/debt underwriting transactions in accordance with local market practices if deviating from head office,
  • Portfolio concentration risk (sectoral or bullet and balloon repayment transactions) subject to which limit band/structure,
  • Appropriate escalation procedures when MAT/limits are triggered.

Additionally, this role supports the continuous development of senior management reporting decks pertaining to corporate and counterparty credit risk positions, aligning with the Group's reporting standards and requirements.

This position involves maintaining consistent and concise writing in reporting across different corporate credit risk disciplines jointly with relevant stakeholders.

This role requires forward-looking projections in relation to risk positions, asset quality directions, identifying potential emerging risks with recommendations for appropriate risk mitigations.

This position is responsible for compiling and providing various investor relations/rating agencies/BNM requests, such as sectoral concentrations, major watch lists, and conglomerate group exposures movements.



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