ICAAP AND STRESS TEST MANAGER (BANKING)

JAC Recruitment; Kuala Lumpur; On-site; MYR 90,000 - 130,000; Full time

Job summary

A leading recruitment firm is seeking an experienced risk management professional in Kuala Lumpur. The successful candidate will assist in implementing critical frameworks for Recovery Planning, ICAAP, and Basel III compliance, focusing on stress testing and climate risk analysis. With at least 7-10 years in corporate banking, candidates should possess strong knowledge of risk management principles and professional qualifications in this field. This role promises significant responsibility and the opportunity for continuous improvement within risk management processes.

Qualifications

• 7-10 years of experience in corporate banking, focusing on risk management and stress testing.
• Strong knowledge of ICAAP, stress testing, and capital management.
• Experience in ESG or climate risk management is an advantage.

Responsibilities

• Assist Head of Risk in implementing frameworks for Recovery Planning and Basel III compliance.
• Develop methodologies for stress tests and ICAAP assessments.
• Perform annual reviews of recovery scenarios and risk indicators.
• Lead policy updates for Basel III implementation.
• Provide analysis, reporting, and improvement of risk management frameworks.

Skills

Risk management

Corporate banking experience

Stress testing methodologies

Climate risk management

Education

Professional qualifications in risk management

Job description

Assist Head of Risk in implementing and enhancing frameworks for Recovery Planning, ICAAP, Stress Testing, Climate Risk Analysis, and Basel III compliance.

Develop methodologies and conduct stress tests, reverse stress tests, and ICAAP assessments to evaluate capital adequacy and risk impacts.

Perform annual reviews of recovery scenarios, risk indicators, and strategies, including climate risk analysis and TCFD reporting.

Lead gap analysis and policy updates for Basel III implementation and ensure regulatory compliance.

Provide detailed analysis, reporting, and continuous improvement of risk management processes and frameworks.

JOB REQUIREMENTS

• At least 7-10 years’ experience in corporate banking, focus in risk management and stress testing.
• Strong knowledge of ICAAP, stress testing, and capital management.
• Experience in ESG or climate risk management will be added advantage.
• Professional qualifications in risk management are desirable.