ICAAP & ILAAP: coordinating the implementation of the ICAAP and ILAAP and the preparation of the ICAAP and ILAAP report accordingly; future-oriented capital planningStress Testing: developing stress testing and scenario analysis methodologies and reportsMarket Risk - ALM - Liquidity Risk - Interest (Profit) Rate Risk: developing risk management strategies and policies; identifying, measuring, monitoring, and reporting risk levels; value at risk and expected shortfall… Show more ICAAP & ILAAP: coordinating the implementation of the ICAAP and ILAAP and the preparation of the ICAAP and ILAAP report accordingly; future-oriented capital planningStress Testing: developing stress testing and scenario analysis methodologies and reportsMarket Risk - ALM - Liquidity Risk - Interest (Profit) Rate Risk: developing risk management strategies and policies; identifying, measuring, monitoring, and reporting risk levels; value at risk and expected shortfall calculations; reviewing LCR and NSFR reports; regulatory reporting; monthly stress testing; monitoring key risk indicators; developing IRRBB methodology; gap analysis of ALM framework and ALM tool implementationNon-Financial Risk (Operational - Technology & Cyber - Operational Resilience & Business Continuity - Reputational): developing risk management strategies and policies; identifying, measuring, monitoring, and reporting risk levels; coordinating RCSA activities, maintaining operational loss database; coordinating 3rd party and outsourcing risk assessment activities; coordinating risk assessment for projects; tool development; creating operational risk awareness and culture; coordinating risk insurance policies; gap analysis of GRC framework; fraud risk management; developing operational resilience framework, business continuity, and disaster recovery plans; coordinating business impact analysis and threat risk analysis studies, coordinating periodic testingRisk & Regulatory Reporting: BRC Risk Report Pack; KFH Group Reporting for Risk Management; KFH Group ALCO Committee Pack; BRSA RWA calculation for credit & market risk and regulatory reporting; automation and tool implementation of RWA engineSystem Design and Tool Implementation: Business requirement analysis, vendor selection process lead, building enterprise risk management framework via in-house or vendor solutions; gap analysis for digitalization of risk management Show less