Expert, Basel

Job Purpose
The job holder to participate, propose, advise on the organization and implementation of activities of the Basel Project Management and other related works according to assigned functions and tasks.
Key Accountabilities
Identify and implement enterprise risk management tools
- Manage and implement Basel related Project, with focus on internal model approach
- Coordinate bank-wide Basel application and implementation.
- Adopt the international requirement for Risk Management (Basel II, III).
- Adopt the Local requirement for Risk management from SBV (Circular 41 (CAR), Circular 13 (ICAAP) as per Basel standards.
- Evaluate and manage risk weighted assets portfolio.
- Enact policy/regulations on ICAAP
- Coordinate for the disclosure as per Pillar 3 requirement
- Implementation of material risk assessment bank-wide
- Implementation of ICAAP consolidated calculation tool, report and solution
- Circular 13 (ICAAP) and Circular 41 risk management compliance assurance in term of policy - process - report
Organize the deployment to perform the Department's tasks as prescribed:
- Deploy the Basel project with the goal of ensuring the improvement of internal control activities, risk management, Basel capital adequacy regulations
- Coordinate the implementation of Basel application at units/divisions throughout the system.
- Periodically review and evaluate the portfolio of risk assets, ensuring compliance with the SBV's regulations on Basel II/III standards
- Implement measures to fully identify all aspects of the Bank's operations to manage risk assets, meet strategic direction, and propose strategic initiatives to optimize business performance, capital use and asset management.
- Propose, issue policies/regulations on internal capital adequacy (ICAAP)
- Other tasks assigned by direct manager