Head, Integrated Portfolio Risk Management

RHB Bank Berhad; Malaysia; On-site; MYR 120,000 - 180,000; Full time

Job summary

A leading financial institution in Malaysia is seeking a Head of Integrated Portfolio Risk Management. This role involves developing portfolio strategies, managing risk frameworks, and leading a team to ensure effective risk management practices. Join a dynamic workplace that values trust and excellence.

Qualifications

• Experience in managing portfolio strategy programs.
• Proven track record in risk management frameworks.

Responsibilities

• Provide direction for portfolio strategy and stress testing frameworks.
• Manage team to deliver RWA analytics and stress tests.

Skills

Stakeholder Engagement

Portfolio Strategy

Risk Management

Job description

Head, Integrated Portfolio Risk Management

Head, Integrated Portfolio Risk Management

Apply locations: Kuala Lumpur | Time type: Full time | Posted on: Posted Today | Time left to apply: End Date: June 30, 2025 (30+ days left to apply) | Job requisition id: JR001739

Strategy and Planning

1. Provide overall direction for the development of portfolio strategy program.
2. Maintain appropriate engagement with internal stakeholders on portfolio strategy initiatives.
3. Manage the development of internal capabilities within the team regarding portfolio strategy.
4. Provide overall direction for the development and enhancement of stress test, reverse stress test, climate risk stress test, credit concentration risk, and credit valuation adjustment frameworks.

Management and Control

1. Ensure initiatives related to RWA analytics and management are delivered by the team.
2. Manage the team in addressing issues and challenges, providing guidance to team members.
3. Ensure completion of semi-annual and ad-hoc stress tests, climate risk stress tests, and reverse stress tests.

Credit RWA

1. Strategize RWA optimisation initiatives, including stakeholder engagement and driving initiatives to completion.
2. Provide direction to the Head of Credit RWA Specialist in developing a robust forward-looking Credit RWA analytics and reporting platform, and other Credit-related projects.
3. Lead the team in implementing the latest Basel/BNM requirements on credit risk.

Integrated Stress Test

1. Strategize the use of stress testing within the bank through portfolio analytics.
2. Provide direction to the Head of Integrated Stress Test to enhance stress testing methodologies, models, and infrastructure, including credit concentration risk in Pillar 2 risk.
3. Guide the team involved in projects such as Recovery Planning and Climate Risk Scenario Analysis.

Climate Risk Stress Testing

1. Provide overall direction to the Head of Climate Risk Stress Test in developing and enhancing climate risk stress testing.
2. Oversee the development of climate scenario planning, stress testing processes, methodologies, models, infrastructure, and capabilities.

Together we progress

A mantra for our clients, customers, partners, and every member of the RHB family. Yes, you.

Our employees are among our greatest assets. Dynamic, forward-thinking, and progressive, there is a reason why we are an award-winning financial institution. Join us today and be part of a winning family.

At RHB, we pride ourselves on our people and teams. Building great relationships based on trust, fostering a 'leading it right' environment, providing challenging assignments, and cultivating a culture of excellence are the pillars of our dynamic and diverse workplace.

As we work towards realizing our aspirations, we promise a workplace built on five pillars: RHB Cares; RHB Leads; RHB Inspires; RHB Progresses; and RHB Rewards.