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VP Risk Analytics Stress Testing

Job description


  • Lead a team of 2-3 to drive the Banking Group's stress test programme, organize & analyze the stress test data, present conclusions and recommendations. Specifically, key responsibilities include:
  • Plan and timely coordination of the semi-annual stress test (inc. reverse stress test), which entails working with multiple stakeholders across risk, finance and business;
  • Drive the analysis of stress test results and the implications for strategy, planning and risk/capital management;
  • Conduct review of plausibility and analysis of the generated stress test outputs from SAS;
  • Ensure production of high-quality materials for senior committees and BNM that supports clear messages around our stress test results;
  • Deliver all supporting materials for the BNM submission, including summary of results and implications for the Group;
  • Periodic maintenance and improvements of our stress test programme which covers (i) methodology (ii) system-related i.e. SAS (iii) changes in regulatory expectation (iv) etc.
  • Engaged in driving the development of the Group's Recovery & Resolution planning and later ongoing BAU execution
  • Support Bank's Basel and ICAAP processes by simulating stress outcome to check whether it has adequate capital to withstand shocks under stress.
  • Coordinate conduct of the bank's stress tests, soliciting potential stress scenarios, facilitate collective meetings for the working group, jointly develop macroeconomic settings
  • Provide support for Business to develop and/or refine PD, LGD and EAD stress methodologies/ approaches.
  • Materially contribute to define the technical & business requirements for stress testing, this include Business Scenario Definition, impacts from Bank's predictive
  • Provide the domain expertise to develop and maintain Bank Stress methodologies and Framework/Policies.
  • Running the stress scenario and measuring impacts including sensitivity analysis.
  • Production of regular and ad-hoc stress test report in a timely fashion in compliance with Bank Stress Testing methodologies.
  • Provide support for stress testing team's role as coordinator and driver of the stress testing for group's banking entities.

Job requirements:

  • At least 7 years direct experience in stress testing development / production (BNM, ICAAP or upon Senior Management request) capacity. Familiarity with SAS EG is a plus.
  • Strong knowledge in Stress testing and broad understanding of Basel, provisions and banking products / lines of business.
  • Be able to think creatively, solutions orientated, communicate effectively and able to manage diverse stakeholders.
  • Candidates from banking or consultancy background preferred.

How to Apply

To apply, please click "APPLY NOW" or email Rebekah at quoting reference number #262745 - VP Risk Analytics Stress Testing. 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)

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