Senior Climate Risk Stress Test Manager
RHB(1 month ago)
About this role
A Senior Climate Risk Stress Test Manager at RHB Banking Group leads the development and enhancement of the bank's climate scenario planning and stress testing frameworks, with emphasis on expected credit losses and capital requirements. The role ensures climate risk considerations are integrated into the Group's risk assessment and reporting, and involves engagement with management and regulators. It also contributes to policy, documentation, and infrastructure supporting climate risk governance.
Required Skills
- Climate Risk
- Stress Testing
- Scenario Analysis
- ECL Modeling
- Credit Risk
- Regulatory Reporting
- Basel IRB
- MFRS9
- Statistical Modeling
- Python
+5 more
Qualifications
- Degree in Actuarial Science
- Degree in Statistics
- Degree in Mathematics
- Degree in Economics
- Degree in Risk Management
- Degree in Finance
About RHB
rhbgroup.comRHB offers award-winning financial products and services for retail/personal and corporates such as small businesses and large enterprises (SME). These include banking, insurance, investment advisory services and more.
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