Responsibilities:1. Develop the Bas

Responsibilities:
1. Develop the Basel requirement and Implement the capital calculation system, also taking the lead in recommending required policy and procedure changes, system or recommending IT infrastructure changes. Also coordinate with the subsidiaries to ensure that all subsidiaries adopt and implement the basel as appropriated.
2. Develop and review ICAAP policy, Credit Concentration Risk policy, Credit Risk Stress Test policy, Credit Risk and the other related policy, to be comply with BOT Guideline (Solo and Consolidate Supervision basis)
3. Implement the Internal Capital Adequacy Assessment Process (ICAAP) in BAY, including establishing and monitoring risk appetite. Communicate with subsidiaries to ensure ICAAP components are implemented. Coordinate with responsible persons in other significant risk areas.
4. Monitor and oversee all related parties in BAY and subsidiaries, to ensure the compliance with the Credit Risk Policy and also adopt Basel (II&III) guidelines as appropriate.
5. Monitor and Report the Credit Concentration Risk on a monthly basis
6. Develop and Review Counterparty Credit Risk (CCR) Models and policies, Counterparty Credit Risk (CCR) control framework.
7. Monitor and oversee all relevant parties to ensure the compliance with the Counterparty Credit Risk Policy

Qualification:
- Bachelor or Master Degree in Major Finance, Economics, Accounting, Business Administration, or related fields
- 4-8 years experience in credit risk management or in the credit analysis
- A good knowledge of statistic and financial derivative instruments.
- A good knowledge of BOT regulation or BOT’s Basel requirements.
- A good knowledge of SQL language and Database would be advantage.
- Experience in Counterparty Credit Risk and Basel III would be advantage