Integrated Stress Testing Lead

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

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