Integrated Stress Test Manager

RHB Bank; Kuala Lumpur; On-site; MYR 70,000 - 100,000; Full time

Job summary

A leading financial institution in Kuala Lumpur is seeking a candidate for a key role in risk management. You will be responsible for developing and enhancing stress test methodologies, engaging with stakeholders on relevant matters, and participating in important projects such as Climate Risk Scenario Analysis. Required qualifications include a relevant degree and a minimum of 3 years of experience in a financial institution, preferably focused on risk management and stress testing. Strong analytical and programming skills are also essential.

Qualifications

• Minimum of 3 years of experience in financial institution, preferably in risk management and stress testing.

Responsibilities

• Develop and enhance stress test and reverse stress test methodologies and processes.
• Participate in Climate Risk Scenario Analysis and Recovery and Resolution Planning projects.
• Work with stakeholders to ensure successful project completion.

Skills

Excellent analytical skill

Good interpersonal skills

Team player with good learning attitude

Good programming skills in data handling and statistical modeling

Education

Relevant degree in actuarial science, statistics, mathematics, economics, and risk management

Job description

Key Responsibilities

• Develop and enhance stress test and reverse stress test related methodologies and processes.
• Involve in discussions with the stakeholders, management and regulators on stress test and reverse stress related matters.
• Involve in the projects related to stress test and scenario analysis such as Climate Risk Scenario Analysis and Recovery & Resolution Planning.
• Establish the credit concentration risk methodology.

Stress Test

• Develop and enhance stress testing processes, methodologies and models to ensure it meets best practice relevant to internal requirements
• Propose improvements on current stress test models and methodologies primarily those relating to Credit RWA and stressed ECL.
• Develop and enhance the reverse stress test processes and methodologies.
• Identify potential stress scenarios and risk drivers
• Develop and review policies and manuals related to stress testing

Credit Concentration Risk

• Enhance methodology on credit concentration risk for incorporation in Pillar 2 risk and perform the review of the models as and when required.

Project-related to Stress Test

• Participate in projects related to Stress Test such as Climate Risk Scenario Analysis and Recovery and Resolution Planning.
• Work with relevant stakeholders and provide necessary inputs and proposals for the successful completion of the projects.
• Perform the simulations and stress test required for the project.

Formal Education

Relevant degree in actuarial science, statistics, mathematics, economics and risk management.

Preferred Level Of Experience

Minimum of 3 years of experience in financial institution, preferably in risk management and stress testing

Other Skills Required

• Excellent analytical skill and critical.
• Good interpersonal skills.
• A team player with good learning attitude
• Good programming skills in data handling and statistical modeling.