Climate Risk Stress Test Manager
Salary Market Aligned
Location Kuala LumpurFULL_TIME
Consultant Crystal Gan
Job Ref 1856300/001
Date posted 14 November 2022kuala-lumpur banking-financial-services/risk-credit-mkt-operational 2022-11-14 2023-01-13 banking Kuala Lumpur MY Robert Walters https://www.robertwalters.com.my https://www.robertwalters.com.my/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png
A reputable entity is seeking a highly qualified Climate Risk Stress Test Manager. This is a job for a driven professional who is looking to make lasting impact to the organisation.
About the Climate Risk Stress Test Manager Role:
In this business critical role, you will be responsible for developing and enhancing the climate scenario planning and stress test with focus on expected credit losses and capital demand, including methodologies and processes from the risk perspective.
- Develop and enhance the stress testing processes, methodologies and models
- Engage with internal stakeholders to support delivery of the climate risk stress testing
- Develop climate scenario planning/stress testing capabilities
- Conduct assessment of climate risk scenarios, focusing primarily on the execution of stress tests and translation of climate risk scenarios to credit risk projections
- Simulate MFRS9 ECL and/or regulatory credit risk capital demand (RWA and EL) projections for the credit portfolios
- Prepare and submit reports for climate risk stress tests for management, board and regulators
- Conduct in-depth analysis of climate risk stress test results to identify risk drivers
- Implement and enhance a robust climate risk stress testing system through testing and maintenance of the system
To succeed in this Climate Risk Stress Test Manager role, you will need to maintain a close working relationship with internal and external stakeholders.
- Relevant degree in actuarial science, statistics, mathematics, economics, risk management and finance
- Minimum of five years of experience in financial institution, preferably in risk management and stress testing
- Understanding of Basel IRB models, stress testing and MFRS9 models and approaches
- Solid statistical modelling knowledge
- Strong programming skills in Excel, SAS, Python or other advanced languages, in data handling and statistical modelling
If you are driven, determined and want to take the next step in your career, this is the role for you.
Great career progression awaits the right person in this exciting Climate Risk Stress Test Manager role.
Apply today or contact me to discuss this new opportunity.
Do note that we will only be in touch if your application is shortlisted.
Agensi Pekerjaan Robert Walters Sdn Bhd
Business Registration Number : 729828-T
Licence Number : JTKSM 423C
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