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

