The aim of this study is to identify the most effective HRM strategy practiced by government financial institution in Kuala Lumpur in retaining its taalent, to determine the various HRM practices and approaches adopted by government financial institution in talent retention, to establish the relationship between competitive incentive, training & development opportunities, supervisory support and job security & stability towards employee retention, and to investigate the role of mediating factor in retaining employee. Both quantitative and quality research approaches have been applied. The findings and result of this study will provide a practical guide to managers and organization policy makers which would enable them to recognise and initiate measures that will make the workplace experience more pleasant for their employees and at the same time weaken employees intent to leave.