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Capital Risk Management (ICAAP / BASEL/Stress testing)

Job description

What you'll do:

  • Drive the development, implementation, and enhancement of stress testing and climate risk scenario analysis methodologies, frameworks, and models.
  • Conduct the annual review of Recovery Plan components, including scenario analysis, risk indicators, and recovery options.

  • Conduct gap analyses on BNM Basel III-related guidelines and assess implications for the Bank.

  • Review, recommend updates, and lead implementation of policies to ensure full compliance with prudential requirements.

Requirements:

  • Minimum 7 years of experience in a financial institution, ideally within risk management, ICAAP, capital management, or stress testing functions.

  • Strong, hands-on expertise in Stress Testing and Capital Management is mandatory.

  • Familiarity with ICAAP, Basel frameworks, climate risk, and regulatory risk requirements.

If you are ready to level up in your carer, this is a great opportunity for you! Don't miss out in grabbing RM 500 for every successful referral with Ambition, share this opportunity across. Connect with me at keshveeni@ambition.com.my to chat further.