About this Integrated Stress Test Manager role at RHB Bank
About the Role
We are looking for a highly motivated Integrated Stress Test Manager to join our Risk Management team at RHB Bank. In this role, you will be responsible for developing and enhancing stress testing and reverse stress testing methodologies, overseeing credit concentration risk, and contributing to strategic projects such as Recovery & Resolution Planning. You will play a key role in ensuring robust risk management practices, supporting decision-making, and engaging with stakeholders and regulators.
What you will be doing
- Develop and enhance stress testing processes, methodologies, and models to meet best practices and internal requirements.
- Propose improvements to existing stress test models, particularly related to Credit RWA and stressed ECL.
- Develop and enhance reverse stress testing processes and methodologies.
- Identify potential stress scenarios and risk drivers, and review related policies and manuals.
- Enhance credit concentration risk methodology for incorporation in Pillar 2 risk and review models as required.
- Participate in stress test-related projects, including Recovery & Resolution Planning.
- Work closely with stakeholders to provide inputs, perform simulations, and deliver successful project outcomes.
- Engage with management and regulators on stress test and reverse stress test matters.
What we’re looking for
- Relevant degree in actuarial science, statistics, mathematics, economics, or risk management.
- Minimum of 3 years’ experience in a financial institution, preferably in risk management and stress testing.
- Strong analytical and critical thinking skills.
- Good interpersonal and team collaboration abilities.
- Managerial skills with a proactive learning attitude.
- Proficiency in programming for data handling and statistical modeling.
What we offer
At RHB Banking Group, we foster a collaborative and inclusive work environment that empowers employees to reach their full potential. We offer competitive remuneration, professional development opportunities, and a supportive culture that encourages growth and excellence.