Integrated Stress Test Manager at RHB Banking Group

, Kuala Lumpur, Malaysia -

Full Time

Start Date

Immediate

Expiry Date

28 Feb, 26

Salary

0.0

Posted On

30 Nov, 25

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Analytical Skills, Interpersonal Skills, Team Player, Learning Attitude, Managerial Skills, Programming Skills, Data Handling, Statistical Modeling

Industry

Financial Services

Description

Primary Objective Develop and enhance stress test and reverse stress test related methodologies and processes. Involve in discussions with the stakeholders, management and regulators on stress test and reverse stress related matters. Involve in the projects related to stress test and scenario analysis such as Climate Risk Scenario Analysis and Recovery & Resolution Planning. Establish the credit concentration risk methodology. Key Responsibilities Stress test Develop and enhance stress testing processes, methodologies and models to ensure it meets best practice relevant to internal requirements Propose improvements on current stress test models and methodologies primarily those relating to Credit RWA and stressed ECL. Develop and enhance the reverse stress test processes and methodologies. Identify potential stress scenarios and risk drivers Develop and review policies and manuals related to stress testing Credit Concentration Risk Enhance methodology on credit concentration risk for incorporation in Pillar 2 risk and perform the review of the models as and when required. Project-related to Stress Test Participate in projects related to Stress Test such as Climate Risk Scenario Analysis and Recovery and Resolution Planning. Work with relevant stakeholders and provide necessary inputs and proposals for the successful completion of the projects. Perform the simulations and stress test required for the project. Stress test Develop and enhance stress testing processes, methodologies and models to ensure it meets best practice relevant to internal requirements Propose improvements on current stress test models and methodologies primarily those relating to Credit RWA and stressed ECL. Develop and enhance the reverse stress test processes and methodologies. Identify potential stress scenarios and risk drivers Develop and review policies and manuals related to stress testing Credit Concentration Risk Enhance methodology on credit concentration risk for incorporation in Pillar 2 risk and perform the review of the models as and when required. Project-related to Stress Test Participate in projects related to Stress Test such as Climate Risk Scenario Analysis and Recovery and Resolution Planning. Work with relevant stakeholders and provide necessary inputs and proposals for the successful completion of the projects. Perform the simulations and stress test required for the project. Requirement Formal Education Relevant degree in actuarial science, statistics, mathematics, economics and risk management. Preferred Level Of Experience Minimum of 3 years of experience in financial institution, preferably in risk management and stress testing Other Skills Required Excellent analytical skill and critical. Good interpersonal skills. A team player with good learning attitude Strong managerial skills. Good programming skills in data handling and statistical modeling. 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.

Responsibilities

The Integrated Stress Test Manager will develop and enhance stress testing methodologies and processes, ensuring they meet best practices. They will also participate in projects related to stress testing, such as Climate Risk Scenario Analysis and Recovery & Resolution Planning.