SE, Stress Testing & ICAAP (6 Months Contract)

Alliance Bank Malaysia Berhad; Kuala Lumpur; On-site; MYR 67,000 - 112,000; Part time

Job summary

Alliance Bank Malaysia Berhad in Kuala Lumpur seeks a candidate for the SE, Stress Testing & ICAAP role on a six-month contract. You will support enterprise-wide risk analytics for stress testing and risk appetite, and assist in deploying the Credit Lens project with end-to-end oversight from planning through testing.

The role requires strong analytical and communication skills, familiarity with VBA, and a quantitative mindset in banking risk modelling.

Qualifications

• Graduate, preferably with 1–2 years in enterprise risk, stress testing or ICAAP.
• Strong analytical and problem-solving skills.
• Excellent written and verbal communication.
• Good interpersonal and project management ability.
• Familiarity with VBA and SQL/R/Python is advantageous.

Responsibilities

• Conduct quarterly sectoral lending reviews with Credit and business teams to support risk-informed portfolio steering.
• Perform risk analytics including portfolio deep dives, sectoral risk analytics and thematic analysis.
• Collaborate with stakeholders to align analytics output with business objectives and risk appetite.
• Assist in managing the Credit Lens project, tracking timelines and risks.
• Plan, coordinate and oversee User Acceptance Testing (UAT).

Skills

Analytical thinking

Communication skills

Interpersonal skills

Project management

VBA

SQL

R

Python

Education

Graduate, preferred 1–2 years in relevant field

Tools

Excel

Job description

SE, Stress Testing & ICAAP (6 Months Contract)

Assist the Assistant Vice President, Stress Testing & Internal Capital Adequacy in performing enterprise-wide risk analytics to support stress test and risk appetite setting.

Assist the Project Manager to manage and coordinate the deployment of Credit Lens project at agreed scope and timeline. This involves end-to-end oversight of the project including planning, requirement gathering, managing and monitoring project tasks and workstreams, testing and stakeholder management.

Key Responsibilities:

Conduct quarterly sectoral lending reviews in collaboration with Credit and business teams to support risk-informed portfolio steering and strategic lending direction.

Conduct risk analytics including portfolio deep dives, sectoral risk analytics and thematic analysis

Collaborate with relevant stakeholders teo ensure alignment of analytics output with business objectives and risk appetite

Project Management

Assist in managing the Credit Lens project including tracking of timelines, monitoring of project status, issues, risks and change requests to ensure the project meets its goals within the project timeline

Assist in planning, coordinating and overseeing the execution of User Acceptance Testing (UAT)

Requirements:

Skills

Possess strong analytical and problem-solving skills

Effective communication skills both written and oral

Good interpersonal skills and project management ability

Familiarity with VBA and SQL/R/Python will be an advantage

Knowledge

Quantitative and statistical methodologies and techniques in credit risk modelling

IT systems, credit models and data structure.

Strong statistical and finance knowledge

Banking products & laws.

Best practices in credit risk management.

Experience

Graduate, preferable with 1 - 2 years of relevant experience in relevant field, for e.g., enterprise risk management, stress testing and ICAAP.

Alliance Bank Malaysia Berhad and its subsidiary, Alliance Islamic Bank Berhad, offers banking and financial solutions through its consumer, SME, corporate, commercial and Islamic banking. The Bank provides easy access to its broad base of customers throughout the country via multi-pronged delivery channels that include retail branches, Privilege Banking Centres, Business Centres, Investment Bank branches, and mobile and Internet banking.

About Alliance Bank Malaysia Berhad