Senior Manager, IRB Project

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• The Data Analyst Manager is responsible for leading the end-to-end data management, system implementation and regulatory data integration for the Basel III Credit Risk Regulatory Reporting System. The role plays a critical part in ensuring high-quality, accurate and reliable credit risk data to support Credit Risk Weighted Assets (RWA) computation, Basel III Internal Ratings-Based (IRB) reporting and regulatory compliance.
• The incumbent will lead data governance initiatives, oversee Basel data integration across multiple source systems, ensure compliance with Bank Negara Malaysia (BNM) Capital Adequacy Framework (CAF) requirements, and provide data analytics and reporting to support strategic decision-making. The role will also work closely with Risk, Finance, Business, Technology, Data Management teams and external vendors to ensure successful delivery and continuous enhancement of the Basel Credit Risk Reporting ecosystem.

Job Accountabilities Basel Credit Risk System Implementation & Data Integration

• Lead the end-to-end implementation of the Basel III Credit Risk Regulatory Reporting System, ensuring alignment with BNM Capital Adequacy Framework (CAF).
• Oversee and provide advise/ guidance on the data integration processes across source system (e.g. LOS), Core Banking System and Enterprise Data Warehouse to ensure the accuracy and completeness of the data flow into the Basel System.
• Review and validate data mapping logic from source systems to the reporting layer; ensure consistency with regulatory data requirements and Basel parameter definitions (PD, LGD, EAD, etc.).
• Provide technical and regulatory guidance on the implementation of Basel credit risk parameters, including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), Credit Conversion Factor (CCF), Expected Loss (EL) and Credit Risk Weighted Assets (RWA).
• Review Functional Specification Documents (FSD), Technical Specification Documents (TSD), Business Requirement Documents (BRD) and solution designs to ensure business and regulatory requirements are appropriately addressed.
• Monitor overall project delivery in collaboration with the PMO; resolve roadblocks, manage dependencies, and ensure on-time delivery of key milestones.
• Serve as a liaison between PMO, Risk, Finance, IT, and Credit Business Units to ensure cross-functional alignment of objectives and deliverables.

Data Management and Quality

• Establish and continuously enhance Basel Credit Risk data governance frameworks, ensuring strong data ownership, accountability and stewardship across the Bank.
• Design and implement data validation and cleansing procedures to ensure compliance with regulatory expectations, especially in the context of RWA computation and risk parameter accuracy.
• Lead the development and maintenance of a Basel-compliant Credit Risk Internal Ratings-Based (IRB) Data Dictionary, ensuring consistent definitions and data usage across business units.
• Manage data change management protocols to track, document, and communicate structural or business rule changes that could impact monthly BNM regulatory reporting and the day-to-day support which involve monitoring of the system performance, capacity and system enhancements relate to IRB credit risk reporting.
• Develop and maintain a Basel II Credit Risk Internal Ratings-Based Data Dictionary to standardise the credit risk data definitions and usage across the Bank.
• Proactively coordinate with Data Owners, System Owners and Vendor on any change request and continuously monitor the changes and enhancement made to ensure the timeliness in the changes made.
• Support production incidents, monthly regulatory reporting cycles and post-implementation system enhancement

Credit Risk Analytics & RWA Analysis

• Develop and maintain dashboards using Power BI, Tableau or other reporting tools to monitor Credit Risk Weighted Assets (RWA), capital consumption, portfolio movements and Basel capital ratios.
• Analyse trends in RWA, Expected Loss, regulatory capital, portfolio quality and Basel risk parameters to provide insights supporting management decision-making.
• Support impact analysis relating to Basel III regulatory changes, portfolio strategies, new products and capital optimisation initiatives.
• Conduct ad hoc analytical studies and data assessments requested by Senior Management, Board Committees and regulatory stakeholders.
• Support reconciliation between Basel regulatory reporting, Finance reporting and Risk reporting to ensure consistency across regulatory submissions.

Job Requirements

• Bachelor’s degree and/ or professional qualification or equivalent.
• Minimum of 9 years of experience in banking or financial services industry, preferably in data management or data analyst roles.
• Proven experience implementing large-scale regulatory reporting systems or enterprise data platforms.
• Strong understanding of Basel II/III Capital Adequacy Framework (CAF), Internal Ratings-Based (IRB) methodologies, Credit Risk Weighted Assets (RWA) computation and regulatory reporting.
• Experience building data visualisation tools such as Tableau, Power Bi, Qlik to create visualisation and reports.
• Demonstrable experience in growing Data Management, Data Quality and Data Analytics skills within teams as part of your experience
• Ability to apply analytical and creative thought process.
• Good written and verbal communication in English, efficient time management, strong problem solving and analytical skills and good interpersonal skills.
• Knowledge of Python or SQL code is a plus.