Manager, Risk Validation

If you are looking to excel and make a difference, take a closer look at us Locantion: Phnom Penh, Cambodia **Responsibilities**: Credit Risk and Credit Models Validation - Monitor and track the bank credit risk exposure such as Non Performing Loan ("NPL"), Counterparty Credit and Issuer Risk; Loan to connected parties; credit stress test where applicable etc. - Responsible for credit models validation (i.e. analyze data and perform back testing of empirical credit models to measure the model performance) of banking operations. - Highlight material or emerging risks of respective credit models and provide view/insights independent from business/support units. - Promote adherence of the credit risk policies to best practices. - Engage in critical decision making from credit risk management perspective. - Provide credit risk management advisory to the business and support units of the Bank, as and when required. Market Risk - Ensure effective control on the global market/ treasury business to prevent the non-adherence or non-compliance. - Monitor and track the bank market risk exposure by monitoring and tracking the trade surveillance Liquidity Risk - Ensure effective control on the bank’s liquidity risk management. - Perform liquidity stress per requirements under policy. - Perform contingency funding plan exercise to ensure and prevent liquidity matters. - Ensure compliance to all liquidity ratio requirement by regulators i.e. LCR, solvency ratio, reserve requirement etc. as well as the internal MAT/ BAT Requirement: Education/Qualification - Bachelor’s degree or its equivalent. - A recognized degree in Statistics/Mathematics/Actuarial Science/Econometric or quantitative discipline. Experience - Minimum 3 years’ experience of related working experience, preferably in credit scorecard/model development and validation. - Familiar with expected credit losses and Credit Stress Test, Liquidity Stress Test and Liquidity Management. - Strong knowledge of risk management procedures, processes and methodologies - Knowledge of legislative aspects and regulatory requirements of banking and financial institutions are a key requirement. - Demonstrated ability to effectively communicate, both written and oral through all levels of the organization. - Exhibited leadership skills with ability to plan strategically in executing complex and challenging assignments - Good leadership skills, with the ability to see the big picture without losing attention to detail. - Processes analytical and critical thinking. Attentive to details and possess investigative nature. Special Skills - Totally conversant in all aspects of risk management and compliance in banking. - Strong understanding of risks associated with operational processing and common controls used within Operations to mitigate risks - Pay rigorous attention to detail and be able to spot inconsistencies in policies, practices and SOPs and able recommend solutions for improvements. - High degree of impartiality and ability to constructively challenge conventional wisdom - Structured thought process with strong analytical ability and a keen eye for details, able to process large amounts of data and information and extract key risk factors. - Strong interpersonal skills with an ability to interact effectively with Senior Management, regulators, auditors, peers and subordinates. - Command mutual respect from peers to be a successful influencer. - Ability to multitask under tight timelines with mínimal supervision. - Good knowledge in Excel and SAS programming language. - About Hong Leong Bank_ - We are a leading financial institution in Malaysia backed by a century of entrepreneurial heritage. Providing comprehensive financial services guided by a Digital-at-the-Core ethos has earned us industry recognition and accolades for our innovative approach in making banking simpler and more effortless for our customers. Our digital and physical offerings span across a vast nationwide network in Malaysia, strengthened with an expanding regional presence in Singapore, Hong Kong, Vietnam, Cambodia, and China._