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Kuala Lumpur

    Senior Credit Risk Analyst - Kuala Lumpur, Malaysia - RHB Bank Berhad

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    Full time Accounting / Finance
    Description

    Key Responsibilities:


    Risk Acceptance Criteria (RAC)


    • Develop, review and implement RAC for higher risk sector for Non-Retail Malaysia Operations and Overseas Operations.
    • Identification of new emerging risk in sector other than selected higher risk sectors.
    • Involve in annual review on effectiveness of RAC in managing high risk sectors / customers.
    • Support Section Head in engaging/liaising with business counterparts in addressing pertinent RAC issues and follow-up with business on action plans; undertake impact studies where required.
    • Development and maintenance of relevant policy/guidelines/procedures
    Early Warning Surveillance (EWS)


    • To identify potential problematic accounts via EWS statistical tools, include conducting cursory assessment based on fresh triggers, market news etc.
    • Ensure timely highlight of potential high-risk exposure in relation to Emerging Risk.
    • Take charge of preparation and issuances of:
    a) Early Warning Alert Report on quarterly basis.
    b) Expected Default Frequency (EDF) report on monthly basis.
    c) Shares concentration monitoring reports on monthly basis.


    • Timely alert of adverse market news.
    • Review EWS trigger and controls.
    • Support annual review on effectiveness of EWS statistical tools in identifying vulnerable customers.
    • Development and maintenance of relevant policy/guidelines/procedures.
    Portfolio deep dive/thematic review, such as


    • Impact analysis of economical triggers for example depreciation of MYR against USD to RHB Non-Retail portfolio.
    Credit risk transformational initiatives.

    Other works as assigned by supervisor from time to time.

    Requirements:

    • Possess at least a bachelor's degree in Information Technology, Accounting, Finance, Economics or Banking.
    • ÂAt least 7 years' experience in areas related to non-retail credit (credit origination/ credit evaluation/ enhanced account management) of a financial institution.
    • Corporate/Commercial banking experience.
    • Financial spreading and financial ratio analysis.
    • Knowledgeable on large conglomerate and its related subsidiaries/companies. Has ear to the ground on credit worthiness of counterparties.
    • Strong appreciation of impact of emerging risk and early warning in relation to the Group's credit exposure.
    • Familiar with systemic credit deterioration events.
    • Vigilant and strong market awareness.
    • Analytical mind set.
    • Good command of the English language.

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