An exciting Assistant Manager, ERM - ICAAP & Stress Testing job has just become available at a leading banking corporation based in Kuala Lumpur. This is a job for a driven professional who is looking to make lasting impact to the organisation.

About the Assistant Manager, ERM - ICAAP & Stress Testing Role:
This role is mainly responsible to implement and enhance the ICAAP and stress testing processes and communicate the results of these analysis in the Annual ICAAP Report and stress testing reports.

Key Responsibilities:

• Conduct the monthly bank wide stress test, further providing detailed analysis of its impact on the bank’s credit, market, interest rate/ liquidity and others risk
• Develop and implement the climate risk stress testing processes, methodologies, and models
• Prepare the Annual ICAAP report and incorporate stress test result into the Annual ICAAP report
• Perform the Risk Assessment and Capital Adequacy Assessment on the bank in accordance with ICAAP guidelines
• Review policies/procedures related to ICAAP, Stress Testing Framework, and Capital Management Framework, Risk Management Framework, Risk Appetite Framework, and ensure compliance to Head Office Risk Appetite Framework Rule
• Coordinate and collaborate with internal department to ensure that the capital recovery plan/capital contingency plan aligns with respective requirements
• Produce reports as and when required by the management in response to internal or external parties requirement e.g., Financial Accounting Department, BNM, RAM, Fitch, etc.

To succeed in the Assistant Manager, ERM - ICAAP & Stress Testing job, you will need to support the Head of Enterprise Risk Management in development and implementation of ICAAP and stress testing processes while undertaking ad hoc tasks as assigned from time to time.

Key Requirements:

• A minimum of seven years of experience in a financial institution, preferably in risk management and stress testing
• A minimum of five years of experience in the areas of, policy review/development, stress testing/valuation of financial instruments
• Experience with ESG/climate risk management is desirable
• Hands-on experience conducting stress testing in credit risk/market risk/liquidity risk
• Sound understanding of BNM requirements especially on climate risk stress testing

This organisation is a leading body in the financial services industry. The institution is very focused on creating a friendly and professional work environment.

If you are looking for opportunities for career advancement, this is the role for you. Great career progression opportunities await the right person in this Assistant Manager, ERM - ICAAP & Stress Testing job.

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