Integrated Stress Test Manager

RHB Bank Berhad; Malaysia; On-site; MYR 180,000 - 260,000; Full time

Benefits offered by this job

Competitive remuneration

Professional development opportunities

Supportive culture

Job summary

RHB Bank Berhad in Malaysia seeks an Integrated Stress Test Manager to lead development and enhancement of stress testing methodologies, including reverse stress testing, and to oversee credit concentration risk. You will support Recovery & Resolution Planning and engage with regulators and stakeholders on stress test matters.

The role requires a degree in actuarial science or related field, at least 3 years in risk management, strong analytical abilities, and programming skills for data

Qualifications

• Degree in actuarial science, statistics, mathematics, economics, or risk management.
• Minimum 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.
• Engage with management and regulators on stress test matters.

Skills

Analytical skills

Critical thinking

Statistical programming

Education

Actuarial science degree

Statistics/Mathematics degree

Job description

About the Role

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. A mantra for our clients, customers, partners and every member of the RHB family. Yes, you. Our employees are one of the reasons we are here today. Dynamic, forward-thinking and progressive, there is a reason why we are an award-winning financial institution. Join us today and be a part of a winning family. At RHB, we take pride in our people and our teams. Great relationships built on trust, a 'leading it right' environment, challenging assignments and a culture of excellence are the pillars to the dynamic and diversified workplace we call home. As we grow towards realising our aspirations, we promise a workplace built on the five pillars – RHB Cares; RHB Leads; RHB Inspires; RHB Progresses; and RHB Rewards.