Risk Stress Testing Specialist

Description:

The development of Credit Risk Stress Testing models/ tools following bank’s IFRS9 framework, Stress testing framework & regulatory standards, including the Climate Risk Stress Test, and review of relevant policies and procedures.

Validating, reviewing, and enhancing the ICAAP and Stress Test including regulatory ST related models, policies and procedures including liquidity risk and IRRBB stress testing models etc. as per MMSG standards.