Responsibilities:
System Implementation
- Lead or support the design, development, testing, and rollout of risk systems, models, and dashboards across risk, credit, and regulatory report domains.
- Serve as project manager or subject matter expert for capital adequacy, ICAAP, stress testing, and recovery planning modules.
- Work with internal stakeholders (Finance, Credit, Data, IT, Compliance) to gather and validate system requirements.
- Participate in system UAT and integration testing, troubleshoot issues, and coordinate with vendors or development teams.
Risk Measurement and Reporting
- Support development and automation of capital calculation engines under Basel III (including RWAs, capital ratios, buffers).
- Implement risk data aggregation and reporting solutions in compliance with Bank of Thailand guidelines.
- Develop and implement comprehensive risk management policies and procedures in line with regulatory requirements, including BASEL and BOT regulations.
- Prepare and validate inputs for ICAAP, stress testing, and risk appetite statements.
- Generate risk reports, dashboards, and management packs for internal and regulatory use.
Requirement:
- Bachelor's or Master's degree in Risk Management, Finance, Engineering, Statistics, or related field.
- 5+ years of experience in a financial institution or consultancy, with hands-on exposure to risk systems or regulatory reporting.
- Experience with Basel II/III, ICAAP, capital management frameworks, and stress testing practices.
- Prior involvement in risk-related system implementation or model development is a strong advantage.
