Liquidity and Banking Book Risk Management

atLand and Houses Bank Pcl

Liquidity and Banking Book Risk Management

JD

  • Developed and maintain liquidity risk & IRRBB management-related policies to be consistent, up-to-date and meets the requirements of BOT.
  • Timely produce liquidity risk & IRRBB management report for regulatory, internal and parent bank submissions and perform relevant control activities on daily liquidity risk & IRRBB exposures.
  • Conduct and analyze liquidity & IRRBB risk metrics including LCR, LDR, NSFR and IRRBB, perform analysis and investigate materialize impact factors on risk exposures.
  • Perform limits setting and limits review for liquidity risk & IRRBB to be aligned with risk appetites and comply with BOT regulations.
  • Strengthen and optimize liquidity risk & IRRBB management processes to support clear, timely, and effective communication with senior management.
  • Conducted ICAAP and BOT supervisory stress test for liquidity risk and IRRBB on quarterly and annual basis.
  • Develop models for managing liquidity risk & IRRBB and maintain parameters to ensure model integrity and regulatory compliance.
  • Coordinate with internal and external parties relating to liquidity risk & IRRBB business/issues.
  • Prepare reports for management and external regulators as requested.

Complete other duties which were assigned by supervisor.

Contact person:

09•-•••-•035

Karita

Experience required
  • any or no experience
Salary
  • Negotiable
Job function
  • Production / Manufacturing
Job type
  • Full-time

Company overview

Size:500 employees
Industry:Banking & Finance
Location:Bangkok
Website:www.lhbank.co.th
Founded in:2005
Ranking:4/5

Land and House Bank is now become the intergrated financial and banking institution for new generations. Land and Houses Bank products and services include Time Deposit, Housing Loan, Commercial Loan, Corporate Loan (SMEs). You could be a part of our pioneering team at Land and Houses Bank.

Why join us: เชิญคุณร่วมเติบโตไปด้วยกัน...

Head office: 1 Q HOUSE LUMPINI BUILDING FL.G. 1,5,6,24,32 SATHON TAI ROAD
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