Credit Risk

2 days ago

Kuala Lumpur, Kuala Lumpur, Malaysia Talent Work Full time 80,000 - 120,000 per year


Our client is a prominent financial institution within a global financial group, offering a broad range of banking services including corporate, investment, and retail banking. Renowned for its commitment to high-quality financial solutions, the bank plays a key role in supporting both local and international businesses.


Job Responsibilities:

  • Compile the daily Single Counterparty Exposure Limit report.
  • Generate the monthly Limit Utilization report.
  • Develop presentation materials for Management Credit Committee (MCC) meetings.
  • Serve as the Secretariat for the Management Credit Committee.
  • Calculate Credit Value Adjustment (CVA) and Debt Value Adjustment (DVA) on a quarterly basis.
  • Enhance and streamline Credit Risk reporting processes using Robotic Process Automation (RPA).
  • Participate in User Acceptance Testing (UAT) for Credit Risk-related systems.
  • Provide support for other ad-hoc tasks within the Risk Management Department as required.

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