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VP Integrated Risk Management ( Banking ), Bangkok

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VP Integrated Risk Management ( Banking ), Bangkok

  • Location:

    Bangkok

  • Sector:

    Monroe Banking & Finance

  • Job type:

    Permanent

  • Salary:

    Negotiable

  • Contact:

    Joh - Sakdichot

  • Contact email:

    j.sakdichot@monroeconsulting.co.th

  • Job ref:

    BBBH432095_1696216128

  • Published:

    2 months ago

  • Expiry date:

    2023-12-31

Executive recruitment company Monroe Consulting is recruiting on behalf of Thailand's financial service organization with sustainability and a strong growth environment

This position will lead the project to ensure the requirements of the Internal Capital Adequacy Assessment Process and participate in and/or drive special projects such as Climate Risk, recovery plans, balance sheets, P&L, etc.

Job Responsibilities

  • Develop the ICAAP report and manage the submission of the ICAAP report to the regulatory authority (BOT).
  • Project manage and facilitate regulatory and ICAAP stress test exercises.
  • Set the yearly capital risk appetite.
  • Project manage and coordinate the compilation of various risk appetites to form the Master Risk Appetite.
  • Actively participate in and/or drive special projects such as Climate Risk.
  • Project manage and oversee the end-to-end delivery of the Recovery Plan, collaborating with domain owners to gather necessary inputs.
  • Construct simulation models to assess the company's financial position, and analyze the impact of recovery options to develop scenarios for reverse stress testing.
  • Create balance sheet and P&L simulation models to reflect stress test inputs provided by domain owners.

Job Requirements

  • Extensive experience in Financial Institutions, with expertise in key domains such as credit risk management, credit portfolio management, capital management, and balance sheet management.
  • Strong understanding of Basel regulations, the risk-weighted assets and capital requirements set by the Bank of Thailand (BOT), and the requirements of the Internal Capital Adequacy Assessment Process (ICAAP).
  • Experience in developing and enhancing Recovery Plans, along with a good understanding of the BOT requirements related to recovery plans.
  • Proficient comprehension of commercial banks' financial statements, including P&L components.
  • Proficiency in financial modelling, specifically in projecting financial statements.
  • Experience in regulatory stress testing will be beneficial.
  • Proficiency in team management