Market Risk
atBank of Ayudhya PCL (Krungsri)Job descriptions:
- Prepare the interest rate risk in banking book and liquidity risk reports and submit to ALCO, RCC and RMC.
- Improve the risk reports, methodology to effectively manage interest rate risk in banking book and liquidity risk exposure.
- Prepare and submit reports to regulators e.g. Bank of Thailand, the Stock Market of Thailand, the Securities and Exchange Commissions
- Prepare Basel III: liquidity measurement standard (LCR and NSFR) report as required by BOT
- Develop stress testing scenarios and prepare stress testing results
- Conduct back testing the assumptions employed in risk report to improve the method to be more accurate and more reliable
- Prepare special or ad/hoc reports for internal and external audit as required
Qualifications :
- Bachelor degree or higher in Finance, Accounting, Economics, Financial Engineering or any related field.
- Experienced in interest rate risk in banking book and liquidity risk reporting system and tools, asset and liability management function in banking industry at least 3-5 years
- Market risk and liquidity risk management in banking industry
- Develop models for measuring and managing interest rate risk in banking book and liquidity risk such as VaR, NII Sensitivity and Economic value Sensitivity, cash flow model used for liquidity gap.
- Systematic and analytical thinking, enthusiastic and smart- / hard-working
- Good attitude, pro-active, mature and able to work independently
- Self discipline and focus on the accuracy.
Applicants can read the Personal Data Protection Announcement of the Bank's Human Resources Function by typing the link from the image that stated below.
(https://krungsri.com/b/privacynoticeen)
: Remark: The bank needs to and will have a process for verifying personal information related to the criminal history of applicants before they are considered for employment with the bank.
**Only shortlisted candidates will be contacted"
Stay connected with KRUNGRI CAREER at:
- FB: Krungsri Career
- LINE: Krungsri Career
Experience required
- any or no experience
Salary
- Negotiable
Job function
- Finance
- Analyst
Job type
- Full-time
Company overview
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 individua ...
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 ...

