Head, Climate Risk Stress Test

Kuala Lumpur, Malaysia

Job Description

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Primary Objective:
  • Oversee the climate stress test related process.
  • Lead and coordinate the discussions with the stakeholders, management and regulators on climate stress test related matters.
  • Establish and review the climate concentration risk methodology.
Requirements:
  • Bachelor Degree - Relevant degree in actuarial science, statistics, mathematics, economics, risk management and finance. Certified Bank Risk Management practitioner
  • Strong knowledge of BNM Climate Change Taxonomy and other Climate related regulation/policy.
  • Strong managerial skills
  • Excellent analytical skill and capability to view and relate matters on an overall macro basis.
  • Strong statistical modeling knowledge
  • Strong credit risk model application in business and credit
  • Strong understanding of relational databases and data models
  • Strong programming skills in data handling and statistical modeling
Job Types: Full-time, Permanent Salary: RM13,000.00 - RM20,000.00 per month Schedule:
  • Monday to Friday

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Job Detail

  • Job Id
    JD912848
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Kuala Lumpur, Malaysia
  • Education
    Not mentioned