SAS

Principal Risk Advisor (Stress Testing & Capital Management) - ASEAN (based in Thailand, Indonesia or Malaysia)

Job Locations TH-Bangkok | ID-Jakarta | MY-Kuala Lumpur
Requisition ID
20034872
Job Category
Sales/Pre-Sales
Travel Requirements
25%

Are you a problem solver, explorer, and knowledge seeker – always asking, “What if?” 

 

If so, then you may be the new team member we’re looking for. Because at SAS, your curiosity matters – whether you’re developing algorithms, creating customer experiences or answering critical questions. Curiosity is our code, and the opportunities here are endless. 

 

What we do  

We’re the leader in analytics. Through our software and services, we inspire customers around the world to transform data into intelligence. Our curiosity fuels innovation, pushing boundaries, challenging the status quo and changing the way we live. 

 

What you’ll do

The core of objectiveof the role is to be acknowledged as a ‘Trusted Advisor’ to clients and support growth & adoption of our Stress Testing and Risk Capital Management solutions, within the Financial Institution Sector (Banking & Insurance), across the ASEAN region.

 

In order to achieve this core objective, it is expected the Principal Risk Advisor will:

  • Lead Presentations and Proof of Concept’s (PoC’s) to Senior Management & Risk Department Heads covering our Stress Testing & Risk Capital Management risk solutions,
  • Work with SAS R&D departments to adapt our Solutions & Platform to emerging market practices & revised regulatory/accounting standards
  • Participate in External/Internal ‘Thought Leadership’ forums to promote the adoption of better market practices with respect to Stress Testing & Risk Capital Management
  • Collaborate with our partners on Go-To-Market (GTM) strategies to identify, qualify and execute Risk Management Solution opportunities
  • Provide Subject Matter Expert (SME) support to larger & strategic ‘in-flight’ projects

Primary Risk Domain coverage areas:

  • Balance Sheet Stress Testing: Common Equity Tier I (CET1) & Prudential Capital Requirement (as part of the Internal Capital Adequacy Assessment Process (ICAAP))
    • Capital Supply: NII (Net Interest Margin, Business Volumes, FVPL (Trading Exposures) etc…), Expense Management, Credit Impairment (IFRS 9) & Management Decisions (dividend payout ratio)
    • Capital Demand: Loss distribution modelling (Credit/Market/Operational/IRRBB etc...)
  • Liquidity & Funding Stress Testing: Regulatory (LCR/NSFR) & Internal Assessment (ILAAP)
  • Basel III
    • Pillar I Minim Capital Requirement (MCR)
      • Credit Risk: Banking & Trading Book (CVA) (Standardised & Internal Rating)
      • Securitisation
      • Large Exposure 

In addition to the primary area of coverage, it is expected the incumbent will participate & interact with his/her peer group comprising of specialists within the following fields:

  • Balance Sheet Management: Asset Liability Management (ALM) & Interest Rate Risk in the Banking Book (IRRBB);
  • Credit & Decisioning: Application of Artificial Intelligence (AI), Machine Learning (ML) and traditional statistical (parametric/non-parametric) algorithms for Credit Risk measurement & management
  • Non-Financial Risk Management: Model Risk Management, Operational & Reputational Risk Management, and Data Governance; and
  • Insurance Risk: Actuarial Control Cycle (Targeting, Underwriting, Pricing, Reserving/IFRS17, Capital Management, Claims Handling)

Why SAS

  • We love living the #SASlife and believe that happy, healthy people have a passion for life, and bring that energy to work. No matter what your specialty or where you are in the world, your unique contributions will make a difference. 
  • Our multi-dimensional culture blends our different backgrounds, experiences, and perspectives. Here, it isn’t about fitting into our culture, it’s about adding to it - and we can’t wait to see what you’ll bring. #LI-AS

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