Integrated Stress Test Analyst - SRKay Consulting Group
- Kuala Lumpur, Kuala Lumpur, Malaysia
- Apply by: Jan 01, 2026
- 1 Vacancy
- Local Candidates (Malaysia)
- Experience: Year
- Full Time/Permanent
- Work from Office
Job Description
Primary Objective:
- Assist senior in the development and enhancement of stress test related methodologies and processes.
- Assist senior in establishing/enhancing the credit concentration risk methodology.
Key Responsibilities:
Stress test
- Assist in the development and enhancement of the stress testing processes, methodologies and models to ensure it meets best practice relevant to internal requirements
- Propose improvements on current stress test models and methodologies
- Suggest potential stress scenarios and risk drivers
- Maintain policies and manuals related to stress testing
Credit Concentration Risk.
Generate credit concentration risk for incorporation in Pillar 2 risk on a monthly basis
Requirements:
- Bachelor Degree - finance, actuarial science, statistics, accountancy, risk management and business.
- 1-2 years of related experience to this role.
Skills Required
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