Job Description
About the Role
We are seeking a Senior Climate Risk Stress Test Manager to join RHB Banking Group. In this role, you will develop and enhance climate scenario planning and stress testing methodologies with a focus on expected credit losses and capital requirements. You will work closely with internal stakeholders, management, and regulators to ensure robust climate risk assessment and reporting across the Group.
What you will be doing
Climate Risk Stress Testing
Develop, enhance, and implement climate risk stress testing processes, methodologies, and models.
Conduct assessments of climate risk scenarios, translating results into credit risk projections and regulatory capital requirements (RWA and ECL under MFRS9).
Simulate and analyze ECL and credit risk capital demand for various credit portfolios.
Conduct in-depth analysis of stress test results to identify key cl...
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