Yes, it's actually very easy to do this sort of test via dependencies, we cover this quite extensively in the book (both in terms of async testing in general, and illustrating the same techniques later on with JMS).
The basic idea is to have test pairs, one for sending and one for receiving. The receiver depends on the sender, and has a timeout value so you dont end up blocking forever. In code, the test's annotation looks like @Test(dependsOnMethod="sendRequest", timeout=1000)
TestNG will run the first test (or configuration method, if its not an actual test) which will send the request. Then the second test is run, which will read the response (well, wait for it first), and verify the results. TestNG allows you to guarantee that the tests are run in that order, so you dont end up waiting for a response before you've sent the request out.