Integrated Stress Test Manager

Overview

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Primary Objective and responsibilities related to stress testing, reverse stress testing and credit concentration risk management within the bank.

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

Develop and enhance stress testing processes, methodologies and models to ensure it meets best practice relevant to internal requirements.

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

Participate in projects related to Stress Test such as Climate Risk Scenario Analysis and Recovery and Resolution Planning.

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

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