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.
- 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.
- 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