Integrated Stress Test Manager

Primary Objective

• Develop and enhance stress test and reverse stress test related methodologies and processes.
• Involve in discussions with the stakeholders, management and regulators on stress test and reverse stress related matters.
• Involve in the projects related to stress test and scenario analysis such as Climate Risk Scenario Analysis and Recovery & Resolution Planning.
• Establish the credit concentration risk methodology.

Key Responsibilities

Stress test

• Develop and enhance stress testing processes, methodologies and models to ensure it meets best practice relevant to internal requirements
• Propose improvements on current stress test models and methodologies primarily those relating to Credit RWA and stressed ECL.
• Develop and enhance the reverse stress test processes and methodologies.
• Identify potential stress scenarios and risk drivers
• Develop and review policies and manuals related to stress testing

Credit Concentration Risk

• Enhance methodology on credit concentration risk for incorporation in Pillar 2 risk and perform the review of the models as and when required.

Project-related to Stress Test

• Participate in projects related to Stress Test such as Climate Risk Scenario Analysis and Recovery and Resolution Planning.
• Work with relevant stakeholders and provide necessary inputs and proposals for the successful completion of the projects.
• Perform the simulations and stress test required for the project.

Stress test

• Develop and enhance stress testing processes, methodologies and models to ensure it meets best practice relevant to internal requirements
• Propose improvements on current stress test models and methodologies primarily those relating to Credit RWA and stressed ECL.
• Develop and enhance the reverse stress test processes and methodologies.
• Identify potential stress scenarios and risk drivers
• Develop and review policies and manuals related to stress testing

Credit Concentration Risk

• Enhance methodology on credit concentration risk for incorporation in Pillar 2 risk and perform the review of the models as and when required.

Project-related to Stress Test

• Participate in projects related to Stress Test such as Climate Risk Scenario Analysis and Recovery and Resolution Planning.
• Work with relevant stakeholders and provide necessary inputs and proposals for the successful completion of the projects.
• Perform the simulations and stress test required for the project.

Requirement Formal Education Relevant degree in actuarial science, statistics, mathematics, economics and risk management.

Preferred Level Of Experience Minimum of 3 years of experience in financial institution, preferably in risk management and stress testing

Other Skills Required

• Excellent analytical skill and critical.
• Good interpersonal skills.
• A team player with good learning attitude
• Strong managerial skills.
• Good programming skills in data handling and statistical modeling.