Integrated Stress Test Manager

RHB Banking Group; Kuala Lumpur; On-site; MYR 180,000 - 240,000; Full time

Job summary

RHB Banking Group is seeking a highly motivated Integrated Stress Test Manager to join our Risk Management team. You will develop and enhance stress testing methodologies, oversee credit concentration risk, and contribute to strategic initiatives such as Recovery & Resolution Planning, ensuring robust risk practices and informed decision-making.

You will collaborate with stakeholders, run simulations, and engage with management and regulators on stress test matters.

Qualifications

• Relevant degree in actuarial science, statistics, mathematics, economics, or risk management.
• Minimum of 3 years’ experience in a financial institution, preferably in risk management and stress testing.
• Strong analytical and critical thinking skills.
• Good interpersonal and team collaboration abilities.
• Managerial skills with a proactive learning attitude.
• Proficiency in programming for data handling and statistical modeling.

Responsibilities

• Develop and enhance stress testing processes, methodologies, and models to meet best practices and internal requirements.
• Propose improvements to existing stress test models, particularly related to Credit RWA and stressed ECL.
• Develop and enhance reverse stress testing processes and methodologies.
• Identify potential stress scenarios and risk drivers, and review related policies and manuals.
• Enhance credit concentration risk methodology for incorporation in Pillar 2 risk and review models as required.
• Participate in stress test-related projects, including Recovery & Resolution Planning.
• Work closely with stakeholders to provide inputs, perform simulations, and deliver successful project outcomes.
• Engage with management and regulators on stress test and reverse stress test matters.

Skills

Analytical thinking

Interpersonal skills

Managerial skills

Programming for data handling

Education

Degree in actuarial science, statistics, mathematics, economics, or risk management

Job description

We are looking for a highly motivated Integrated Stress Test Manager to join our Risk Management team at RHB Bank. In this role, you will be responsible for developing and enhancing stress testing and reverse stress testing methodologies, overseeing credit concentration risk, and contributing to strategic projects such as Recovery & Resolution Planning. You will play a key role in ensuring robust risk management practices, supporting decision-making, and engaging with stakeholders and regulators.

What you will be doing

• Develop and enhance stress testing processes, methodologies, and models to meet best practices and internal requirements.
• Propose improvements to existing stress test models, particularly related to Credit RWA and stressed ECL.
• Develop and enhance reverse stress testing processes and methodologies.
• Identify potential stress scenarios and risk drivers, and review related policies and manuals.
• Enhance credit concentration risk methodology for incorporation in Pillar 2 risk and review models as required.
• Participate in stress test-related projects, including Recovery & Resolution Planning.
• Work closely with stakeholders to provide inputs, perform simulations, and deliver successful project outcomes.
• Engage with management and regulators on stress test and reverse stress test matters.

What we’re looking for

• Relevant degree in actuarial science, statistics, mathematics, economics, or risk management.
• Minimum of 3 years’ experience in a financial institution, preferably in risk management and stress testing.
• Strong analytical and critical thinking skills.
• Good interpersonal and team collaboration abilities.
• Managerial skills with a proactive learning attitude.
• Proficiency in programming for data handling and statistical modeling.

What we offer

At RHB Banking Group, we foster a collaborative and inclusive work environment that empowers employees to reach their full potential. We offer competitive remuneration, professional development opportunities, and a supportive culture that encourages growth and excellence.

Unlock job insights

Hirer responsiveness Salary match Number of applicants

Banking & Credit More than 10,000 employees

RHB Banking Group is a leading regional financial services provider headquartered and listed in Malaysia. Established in 1913, we offer comprehensive banking solutions across retail, business, corporate, and Islamic banking. With a strong presence in Malaysia and nine ASEAN countries, we are committed to delivering simple, fast, and seamless experiences. Guided by our brand promise, “Together We Progress,” we continue building a sustainable and inclusive future with our customers and stakeholders.

RHB Banking Group is a leading regional financial services provider headquartered and listed in Malaysia. Established in 1913, we offer comprehensive banking solutions across retail, business, corporate, and Islamic banking. With a strong presence in Malaysia and nine ASEAN countries, we are committed to delivering simple, fast, and seamless experiences. Guided by our brand promise, “Together We Progress,” we continue building a sustainable and inclusive future with our customers and stakeholders.

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