Banner Default Image

Senior Specialist - Integrated Risk Management (Retail Banking)

Back to job search

Senior Specialist - Integrated Risk Management (Retail Banking)

  • Location:

    Bangkok

  • Sector:

    Monroe Banking & Finance

  • Job type:

    Permanent

  • Salary:

    THB120000 - THB150000 per month

  • Contact:

    Japan - Prinn

  • Contact email:

    s.prinn@monroeconsulting.co.th

  • Job ref:

    BBBH399957_1657594772

  • Published:

    about 1 month ago

  • Expiry date:

    2022-08-11

Executive recruitment company Monroe Consulting is recruiting on behalf of a major financial institutions in Bangkok. The company is seeking a Senior Specialist - Integrated Risk Management professional. The company provides financial consultation and solutions personalized to individuals' needs.


The position is responsible for facilitating end-to-end deliverable of the recovery plan and construct balance sheet and P&L simulation models to simulate financial statements reflecting stress test inputs. Perform yearly master risk appetite setting and participate in any special projects.

Job Responsibilities

Recovery Plan

  • Project manage / facilitate end-to-end deliverable of the Recovery Plan (with inputs from domain owners) e.g., project management, timeline management, stakeholders (internal and external) management, deliverables management. Etc.
  • Develop scenarios for reverse stress testing, select the recovery options for different scenarios
  • Construct simulation models to simulate the impact of the recovery options (to support impact analysis)
  • Estimate capital and liquidity impact of each recovery option (options and ranges will be provided by domain owners

Stress Testing (Regulatory Stress Testing and Internal (ICAAP) Stress Testing)

  • Project manage / facilitate end-to-end regulatory and ICAAP stress test exercise
  • Construct balance sheet and P&L simulation models to simulate financial statements reflecting stress test inputs (stress test inputs will be provided by domain owners), and conduct balance sheet and P&L simulations
  • Provide analysis results on the outcome to the Bank's financial position, and other supporting information to facilitate decision making

ICAAP

  • Project manage / facilitate end-to-end delivery of ICAAP exercise
  • Develop ICAAP report, with domain-specific information from different domain owners
  • Manage ICAAP submission to the BOT

Master Risk Appetite

  • Perform yearly Master risk appetite setting

Special projects

  • Participate and/or drive the special projects

Job Requirements

  • Working experience related to financial institutions in the domain of risk management, capital management and balance sheet management.t
  • Good understanding of Basel regulations and BOT requirements in relation to risk weighted assets and capital.
  • Good understanding of commercial banks financial statements (balance sheet components, P&L components).
  • Good understanding of ICAAP requirements.
  • Experience in conducting analyses.
  • Experience in financial modelling (projections of financial statements).
  • Experience in regulatory stress testing is a plus.
  • Experience in Recovery Plan development / enhancement & good understanding of BOT requirements in relation to the recovery plan is a plus.