Perez, who has faced large protests calling for his resignation in recent weeks, was dealt a new blow Wednesday when the Supreme Court endorsed an opposition party's request to investigate how much he knew about fraud by senior officials in the customs and social security systems.
The court also asked Congress to consider lifting his immunity.
But Perez, a 64-year-old conservative and retired military officer, remained defiant.
"I am going to remain on the job. It is a constitutional responsibility," he told journalists.
"I am not at fault and I can feel at ease that I have not committed any crime."
The probe against Perez, to be conducted by a commission appointed by Congress, was requested by opposition party Winaq, founded by Nobel peace laureate Rigoberta Menchu.
The party launched the request after a UN-backed investigation aimed at cleaning up the Guatemalan judicial system reported in April that senior customs officials had taken bribes from businessmen seeking to avoid paying taxes.
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