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Manager

Req ID:  6660
Job Description: 
  1. Summary

 

  1. To support the Head, CFST in planning and providing technical support in Climate Financial (including portfolio Credit Risk, Market & Liquidity) and Stress Testing (CFST), the development and enhancement of the climate-related risk framework modification for financial risk, climate scenario analysis and stress test, including methodologies and processes from a risk perspective.
  2. To assist the Head, CFST for matters relating to the Department and matters relating to BNM or other regulatory requests.
  3. Facilitate and ensure the effective management of any projects related to climate-related risk financial and stress testing.
  4. Understanding of various scenario families including NGFS, IPCC, and IEA scenarios.
  5. Understand and translating transmission channels of climate risks into financial system impacts.
  6. Familiarity with industry leading climate risk models and climate/ESG data providers, with fluency in the scope, capabilities, and limitations of each tool and platform
  7. Responsible for periodic climate-related risk reporting of the Bank and its subsidiaries (BIMB Invest and BIMB Securities) to CRC, MRCC/ALCO, BRC, Board, as and when required.
  8. Promote risk culture awareness amongst Bank/Subsidiaries staff by providing climate-related risk trainings/e-Learnings within the Bank and its subsidiaries (i.e. BIMB Invest & BIMB Securities)

 

  1. Duties and Responsibilities
  1. To assist and support the Head, CFST in meeting the department strategies and KPIs.
  2. To provide technical support in identifying, monitoring, and managing all climate-related financial risks that could materially impair their financial condition, including their liquidity and capital levels. This includes the development of processes, measurements, and models/ methodologies for assessing climate-related financial risks, as well as stress testing and scenario analysis in accordance with BNM regulations and Best Practices.
  3. To support by ensuring that risk data aggregation capabilities and internal risk reporting systems are equipped to monitor material climate-related financial risks and generate timely information to facilitate effective decision making.
  4. To aid in establishing exhaustive policies and procedure governing the Bank's climate risk stress testing programme.
  5. To prepare, analyze or review climate-related risk reports to the relevant Management and Board Committees, within the stipulated time frame & error free.
  6. To ensure that all climate-related projects are delivered on time.
  7. To research and review industry best practices for climate-related risk, use the information, and review existing policies, strategies, and procedures to continuously enhance the Group's Climate Risk Stress testing strategy, including recommending improvements to management.
  8. To provide assistance in the management of the general day-to-day operations of the climate-related risk stress testing department, which includes both financial and non financial risks.
  9. Having an automation-based mind set to support the automation of the scenario analysis for the Bank.
  10. Ensure that appropriate risk parameters and business targets (to be set by BUs) are set and adequately consider Group’s stress results.
  11. To perform any other duties/assignment as and when directed/assigned by the Supervisor from time to time / as per business requirement from time to time.
  12. Ensure adherence and compliance to all internal policies/guidelines and external regulatory requirements.

 

Qualification

Bachelor’s Degree in quantitative (e.g., Statistics, Mathematics, Economics, Accounting, Actuarial Science, Risk Management and Finance) discipline from a reputable & recognized university.

Professional certificate in climate risk such as AICB’s Certificate in Climate Risk (CICR), GARP SCR - Sustainability and Climate Risk, PRMIA’s Certificate of Practice in Sustainability and Climate Risk

Years of Experience

8 to 10 years’ experience in Banking and/or any related working experience.

Professional experience in climate change/climate risk or a related discipline is favorable, particularly in the context of climate risk modeling.

Specific Skills/Knowledge and Certification Required
  1. Good writing, presentation & analytical skills.
  2. Advance in MS Office applications (Word, Excel & PowerPoint).
  3. Well versed in Project Management.
  4. Understanding of application of climate risk models, climate science and the key issues that surrounds climate risk areas.
  5. Proficient in programming skills in Excel, SAS, R, Python or other advanced languages, in data handling and statistical modelling.
  6. System Exposure: SAP, Atlas 2, PowerBI, Microsoft Azure
  7. Effective communication / interpersonal skills.
  8. Self-motivated & self-starter with positive attitude & able to work under pressure.
  9. Able to work in a team as well as independently with minimum supervision.
  10. Strong people skill with ability to influence others
  11. Ability to multi-task, highly numerate with great attention to details.
  12. Resourceful & adaptable in a changing environment, proactive in resolving issues.

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