Senior Manager, Capital Management

Key Result Areas

ICAAP & Stress Testing

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

RAROC

• Work with business and technology teams to perform relevant activities pertaining to development and implementation of RAROC calculations. Relevant activities to involve providing business requirements, performing reviews and testing and answering queries relating to ECL and RWA
• R...