Senior Manager, Capital Management

Overview

Key Result Areas include ICAAP & Stress Testing, RAROC, Regulatory Developments, Operating Environment, Problem Solving, Decision Making Authority & Responsibility, and Knowledge, Skills and Experience.

Responsibilities

• ICAAP & Stress Testing: Oversee the firm’s capital planning framework, including design and execution of capital & stress testing processes
• ICAAP & Stress Testing: Implement a Stress Testing Framework to determine capital requirement associated with risk scenarios.
• ICAAP & Stress Testing: To support calculation and analysis of stressed capital requirements for ICAAP purpose.
• ICAAP & Stress Testing: Prepare appropriate material on stress testing for various risk committees
• ICAAP & Stress Testing: Liase with various teams in risk department and finance to coordinate quarterly ICAAP reporting
• ICAAP & Stress Testing: Liase with Internal Audit during fieldwork and issue/action plan clos...