Senior Stress Test Manager - Risk & Recovery Planning

RHB Group; Kuala Lumpur; On-site; MYR 120,000 - 180,000; Full time

Job summary

RHB Banking Group in Malaysia is seeking an Integrated Stress Test Manager to lead stress testing methodologies within the Risk Management team. You will develop and enhance stress tests and reverse stress testing, oversee credit concentration risk, and contribute to Recovery & Resolution Planning.

You will collaborate with stakeholders and regulators, drive project delivery, and mentor junior staff while ensuring robust risk management and data-driven decision making.

Qualifications

• Degree in actuarial science, statistics, mathematics, economics, or risk management.
• Minimum 3 years in a financial institution focusing on risk management and stress testing.
• Strong analytical and critical thinking skills.
• Proficiency in programming for data handling and statistical modeling.

Responsibilities

• Develop and enhance stress testing processes, methodologies, and models.
• Propose improvements to stress test models related to Credit RWA and stressed ECL.
• Develop reverse stress testing processes and methodologies.
• Identify potential stress scenarios and risk drivers; review policies and manuals.
• Enhance credit concentration risk methodology for Pillar 2 risk.
• Participate in stress test projects including Recovery & Resolution Planning.
• Collaborate with stakeholders to provide inputs, run simulations, and deliver project outcomes.
• Engage with management and regulators on stress test matters.

Skills

Analytical thinking

Critical thinking

Interpersonal skills

Team collaboration

Managerial skills

Programming for data analysis

Education

Actuarial/statistics degree

Job description

RHB Banking Group in Malaysia is seeking an Integrated Stress Test Manager to lead stress testing methodologies within the Risk Management team. You will develop and enhance stress tests and reverse stress testing, oversee credit concentration risk, and contribute to Recovery & Resolution Planning.

You will collaborate with stakeholders and regulators, drive project delivery, and mentor junior staff while ensuring robust risk management and data-driven decision making.