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Head, Climate Risk Stress Test

Job description

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

Main Responsibility:

  • Oversee the team in the climate scenario planning, the development and enhancement of the climate stress test with focus on expected credit losses and capital demand, including methodologies and processes from the risk perspective.
  • Lead and coordinate the discussions with the stakeholders, management and regulators on climate risk stress test related matters.
  • Provide overall direction for the development and enhancement of climate risk stress test.
  • Develop and enhance the climate risk stress testing processes, methodologies and models.
  • Review the assessment of climate risk scenarios, focusing primarily on the execution of stress tests and translation of climate risk scenarios to credit risk projections

Requirements:

  • Minimum of 8 years of experience in financial institution, preferably in risk management and stress testing.
  • Strong understanding of Basel IRB models, Stress Testing and MFRS9 models and approaches.
  • Strong understanding in credit risk factors for retail and non-retail portfolio.

To apply, please click "APPLY NOW" or email Reeve at reeve.ng@ambition.com.my quoting reference number #260326. 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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