Actuarial Risk & Stress Testing Lead

Credit Guarantee Corporation Malaysia Berhad; Petaling Jaya; On-site; MYR 180,000 - 240,000; Full time

Job summary

Credit Guarantee Corporation Malaysia Berhad (CGC) seeks experienced professionals to evaluate pricing assumptions, models, and product features for new proposals while assisting in stress testing and capital management activities. The role involves reviewing profitability, claims experience, and portfolio mix to inform pricing recommendations and enhance product performance.

You will contribute to scenario development, governance, and reporting, and support actuarial analytics, including

Qualifications

• Excellent communication and report writing skills.
• Able to present reports to Management and Board.
• Team player and able to work under stress.

Responsibilities

• Evaluate pricing assumptions, models, and product features for new proposals.
• Review product profitability, claims experience, and portfolio mix to inform pricing recommendations.
• Maintain and enhance the stress testing framework, including methodology and governance.
• Support enterprise-wide stress testing across market, credit, capital, and operational risks.
• Contribute to scenario development using macroeconomic indicators.
• Assist in updating stress testing assumptions and models to ensure relevance.

Skills

Communication

Report writing

Teamwork

Stress tolerance

Education

Bachelor/Master/Professional degree in Stats/Actuarial

Tools

SAS

Python

Job description

Credit Guarantee Corporation Malaysia Berhad (CGC) seeks experienced professionals to evaluate pricing assumptions, models, and product features for new proposals while assisting in stress testing and capital management activities. The role involves reviewing profitability, claims experience, and portfolio mix to inform pricing recommendations and enhance product performance.

You will contribute to scenario development, governance, and reporting, and support actuarial analytics, including