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- Posted 27 September 2022
- SalaryNegotiable
- LocationKuala Lumpur
- Job type Permanent
- DisciplineBanking & Financial Services
- Reference260327_1664257955
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Climate Risk Stress Test Manager
Job description
- 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)
If this job isn't quite right for you, but you know someone who would be great at this role, why not take advantage of our referral scheme? We offer MYR500 in shopping vouchers for every referred candidate who we place in a role. Terms & Conditions Apply. https://www.ambition.com.my/refer-a-friend
