Job Description
Kuala Lumpur, Federal Territory of Kuala Lumpur, Malaysia
About the job Risk Management (Manager/Assistant Manager)
Job Summary:
Our Client, a well-established Foreign Bank in Malaysia is seeking a person experienced in Risk Managementto join their dynamic Risk Managementdivision. The successful candidate will be responsible to assist in the implementation, review and enhancement of Recovery Planning, climate risk scenario analysis and stress testing, ICAAP and Stress Testing, Basel III implementation.
Key Responsibilities:
1. ICAAP and Stress Testing
· Develop and carry out the implementation of the climate risk scenario analysis and stress testing processes, methodologies and models.
· Conduct the semi-annual stress test and annual reverse stress test with detailed analysis of the impact on the banks portfolio in terms of credit, market, liquidity and other risk areas.
·...