Strategic Assets and Liabilities Management – Balance Sheet Risk Management

atBank of Ayudhya PCL (Krungsri)

Job Description:


· To create effective data visualizations to monitor the Liquidity and Interest Rate Risk of the bank, KS Group Companies, and Consolidation.


· Adopt statistical concepts and methods for data interpretation and analysis for the ALCO report


· Leverage bank data from the ALM system, Market Data, KS Group Companies’ data, etc. Then verify data, model, and transform data into a suitable format for analysis.


· Apply statistics to analyze the optimization of the structure of the balance sheet and Liquidity & Interest Rate Risk.


· Detecting and managing Risk and making funding and investment decisions


· Enhancement of the existing system and monitoring reports


Job Qualification:


· Master’s degree in data science, Data Analytics, Statistics, Mathematics, Business, Financial, Economics.


· Industry knowledge in preferable eg. Banking, Treasury, Market Risk, Financial Planning, or Asset and Liability Management is preferable.


· 5-10Years of experience or more years of professional experience in data analysis or related field


· Expert in programming languages like Python, SQL, Analysis, and Model Building


· Strong understanding of statistical


· Data Visualization and Communication. Experience in using data visualization tools eg Tableau, Power BI, Excel, Macro


· Strategic Thinking in understanding business objectives and translating business problems into data-driven solutions


· Ability to collaborate with work environmentally


· Excellence in written and verbal communication skills, including the ability to present complex findings to ALCO


· Strong analytical and problem-solving skills to identify and address data-related challenges


· Proactive in identifying opportunities to leverage data to improve business outcomes.


· Innovative, Adaptability and Continue developing to make significant contributions

Experience required
  • any or no experience
Salary
  • Negotiable
Job function
  • Finance
  • Analyst
Job type
  • Full-time

Company overview

Size:2000-5000 employees
Industry:Banking & Finance
Location:Bangkok
Founded in:1945
Ranking:4.5/5

Bank of Ayudhya Public Company Limited, commonly known as Krungsri, is the fifth-largest bank in Thailand in terms of assets, loans, and deposits.  Established on January 27, 1945, Krungsri offers a comprehensive range of banking and financial services to both individual and corp ...

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Why join us:

Joining Krungsri means becoming part of a leading financial institution with a rich history and a strong commitment to innovation and excellence. As a member of the MUFG network, employees have access to international expertise and opportunities for global collaboration.&nbs ...

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Head office: สำนักงานใหญ่ 1222 ถนนพระรามที่ 3 แขวงบางโพงพาง เขตยานนาวา กรุงเทพฯ 10120
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Benefits

  • Professional development
  • Social Security
  • Annual bonus
  • Corporate Social Responsibility Initiatives
  • Dental Insurance
  • Health Insurance
  • Learning & Development Opportunities
  • Life Insurance
  • Performance bonus
  • Transport Allowance
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