Climate Risk Stress Test Manager

• One of the largest bank in Malaysia
• Attractive remuneration
• Diversify culture and working environment

Main Responsibility:

• Develop and enhance the climate scenario planning and stress test with focus on expected credit losses and capital demand, including methodologies and processes from the risk perspective.
• Involve in discussions with the stakeholders, management and regulators on climate stress test related matters.
• Development, implementation and enhancement of effective climate risk stress testing infrastructure.
• Conduct assessment of climate risk scenarios, focusing primarily on the execution of stress tests and translation of climate risk scenarios to credit risk projections.
• Develop climate scenario planning/ stress testing capabilities.

Requirements:

• Minimum of 5 years of experience in financial institution, preferably in risk management and stress testing.
• Understanding of Basel IRB models, Stress Testing and MFRS9 models and approaches.
• Strong programming skills in Excel, SAS, Python or other advanced languages, in data handling and statistical modeling.

To apply, please click "APPLY NOW" or email Reeve at reeve.ng@ambition.com.my quoting reference number #260327. Data provided is for recruitment purposes only. *LI-IT

Due to the volume of applications received, we regret to inform you that only shortlisted candidates will be notified.

JTK Number: JTKSM 995 | Company Registration Number: 201301019088 (1048918-T)

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