Climate Risk Stress Test Manager – RHB Bank

The Climate Risk Stress Test Manager is responsible for developing and enhancing stress testing processes and methodologies. This role involves engaging with stakeholders to support climate risk stress testing and preparing reports for management and regulators.

In this position, you will work closely with various internal stakeholders to ensure the effective delivery of climate risk stress testing. Your day-to-day activities will include conducting assessments of climate risk scenarios and implementing a robust climate risk stress testing system.

Key Responsibilities:

• Develop and enhance the stress testing processes, methodologies, and models.
• Engage with internal stakeholders to support the delivery of climate risk stress testing.
• Conduct assessments of climate risk scenarios, focusing primarily on the execution of stress tests.
• Simulate MFRS9 ECL and/or regulatory credit risk capital demand projections.
• Prepare and submit reports for climate risk stress tests for management, board, and regulator.
• Conduct in-depth analysis of climate risk stress test results to identify risk drivers.
• Implement and enhance a robust climate risk stress testing system.