Senior Credit Risk: Stress Testing & ICAAP Expert

Alliance Bank Malaysia Berhad; Kuala Lumpur; In loco; MYR 120.000 - 180.000; Tempo pieno

Descrizione del lavoro

Alliance Bank Malaysia Berhad seeks a risk professional to conduct group and entity-wide credit stress testing, ICAAP assessments, and climate risk analysis. You will collaborate with Market Risk, Operational Risk and other lines of business to ensure regulatory compliance and robust risk measurement.

The role emphasizes developing robust quantitative stress test methodologies, enhancing risk tools, and supporting governance through dashboards and reporting to senior management.

Competenze

• Graduate with 3–4 years of relevant experience in enterprise risk management, stress testing and ICAAP.
• Solid understanding of credit risk modelling and risk analytics.
• Experience with data structures and IT systems used in risk management.

Mansioni

• Coordinate group/entity-wide stress testing and ICAAP assessments.
• Enhance stress testing tools and align with ESG/CRMSA guidelines.
• Develop climate risk stress testing methodologies and scenarios.
• Prepare monthly Risk Appetite Statement monitoring dashboards.

Conoscenze

Analytical thinking

Communication skills

Interpersonal skills

Programming knowledge (VBA)

Formazione

Bachelor's degree in a relevant field

Strumenti

VBA

SQL

Python

R

Descrizione del lavoro

Alliance Bank Malaysia Berhad seeks a risk professional to conduct group and entity-wide credit stress testing, ICAAP assessments, and climate risk analysis. You will collaborate with Market Risk, Operational Risk and other lines of business to ensure regulatory compliance and robust risk measurement.

The role emphasizes developing robust quantitative stress test methodologies, enhancing risk tools, and supporting governance through dashboards and reporting to senior management.