Purpose
To lead the strategic management of the bank's balance sheet, ensuring optimal liquidity, interest rate risk management, and capital adequacy to maximize Net Interest Income (NII) while maintaining regulatory compliance.
Key Responsibilities
- Define and drive the overall ALM strategy, governance framework, and risk appetite.
- Oversee liquidity risk, IRRBB, funding structure, and balance sheet optimization.
- Chair or act as key advisor to ALCO, providing strategic insights and recommendations.
- Ensure compliance with Basel III (LCR, NSFR, IRRBB) and local regulatory requirements.
- Oversee balance sheet modeling, stress testing, and scenario analysis.
- Collaborate with Treasury, Risk, Finance, and Business Units to align balance sheet strategy with business goals.
- Lead, mentor, and develop the ALM team (Senior ALM Analyst & FTP/Product Specialist).
Qualifications
- Master's Degree in Finance, Economics, Financial Engineering, or related fields.
- 1015+ years of experience in ALM, Treasury, or Balance Sheet Management.
- Deep understanding of Basel III and regulatory requirements.
- Strong leadership, strategic thinking, and ALCO-level communication skills.
- CFA, FRM, or equivalent certifications preferred.
Contact person :Karita Phutsorn 096-912-1035
