Krungsri - Risk Management Officer (Basel II & Consolidated Policy)
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
Quantitative Credit Risk Management Manager
Responsibilies:
To Implement A-IRB migration Corporate & Consumer Portfolio
• Manage and Cooperate with related parties for A-IRB implementation execution for Corporate & Consumer Portfolio, including;
• Implementation of Basel Parameter and Validation
• Implementation of Risk Weighted Asset Calculation engine
• Implementation of Stress test and Economic Capital framework
• Ensure the implementation framework is in accordance with BOT and JFSA requirements.
Qualifications:
• Prior Experience of Basel Compliance PD/LGD/EAD models development or implementation.
• Good knowledge of statistic or mathematics.
• Good knowledge of BOT regulation or BOT’s Basel Requirement.
• Experience in A-IRB implementation or project management is a plus
Group Accounting Policy Section Manager
Responsibilies:
• Provide on-going support to all relevant parties including subsidiaries in term of accounting and BOT regulation matters.
• Standardize the accounting transactions in order to facilitate the regulatory reporting requirement.
• Involve in any system enhancement to ensure that the business requirement comply with all relevant regulatory requirements.
• Conduct the accounting and BOT regulation training course to accounting dept.
• Review the financial statement and its related note to FS prepared by Reporting team to ensure their correctness.
• Co-ordinate with the related parties on implementation of the new accounting standard.
• Provide support on any ad-hoc requirements.
Required Technical Skills:
• Bachelor’s Degree Major Accounting.
• Master’s Degree Major in MBA, Accounting or Finance. Or related fields.
• CPA.
• Big 4 audit firms together with banking business experience about 5-7 years is preferred
Krungsri - Risk Management Officer (Basel II & Consolidated Policy)
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
Quantitative Credit Risk Management Manager
Responsibilies:
To Implement A-IRB migration Corporate & Consumer Portfolio
• Manage and Cooperate with related parties for A-IRB implementation execution for Corporate & Consumer Portfolio, including;
• Implementation of Basel Parameter and Validation
• Implementation of Risk Weighted Asset Calculation engine
• Implementation of Stress test and Economic Capital framework
• Ensure the implementation framework is in accordance with BOT and JFSA requirements.
Qualifications:
• Prior Experience of Basel Compliance PD/LGD/EAD models development or implementation.
• Good knowledge of statistic or mathematics.
• Good knowledge of BOT regulation or BOT’s Basel Requirement.
• Experience in A-IRB implementation or project management is a plus
Group Accounting Policy Section Manager
Responsibilies:
• Provide on-going support to all relevant parties including subsidiaries in term of accounting and BOT regulation matters.
• Standardize the accounting transactions in order to facilitate the regulatory reporting requirement.
• Involve in any system enhancement to ensure that the business requirement comply with all relevant regulatory requirements.
• Conduct the accounting and BOT regulation training course to accounting dept.
• Review the financial statement and its related note to FS prepared by Reporting team to ensure their correctness.
• Co-ordinate with the related parties on implementation of the new accounting standard.
• Provide support on any ad-hoc requirements.
Required Technical Skills:
• Bachelor’s Degree Major Accounting.
• Master’s Degree Major in MBA, Accounting or Finance. Or related fields.
• CPA.
• Big 4 audit firms together with banking business experience about 5-7 years is preferred
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