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.
  • Support calculation and analysis of stressed capital requirements for ICAAP purpose.
  • Prepare appropriate material on stress testing for various risk committees.
  • Coordinate quarterly ICAAP reporting by liaising with risk and finance teams.
  • Coordinate with Internal Audit during fieldwork and ensure issue/action plan closure.
• RAROC
  • Work with business and technology teams to develop and implement RAROC calculations, including providing business requirements, reviews, testing, and addressing queries related to ECL and RWA.
  • Monitor, interpret, and assess domestic and international developments pertai...