Integrated Risk Management

7-9 years
a month ago
Job Description

Role and Responsibility:

As an Integrated Risk Management professional, your role will involve analyzing a wide range of risks faced by the bank and examining their relationship to potential cascading impacts on strategic goals. Your insights will contribute to informed decision-making and the development of risk mitigation strategies aligned with long-term objectives.

Job Description:

1. Recovery Plan

Project manage and oversee the end-to-end delivery of the Recovery Plan, collaborating with domain owners to gather necessary inputs.

Manage project and timeline, ensuring effective stakeholder management both internally and externally.

Develop scenarios for reverse stress testing and select appropriate recovery options based on different scenarios.

Construct simulation models to analyze the impact of recovery options and estimate the capital and liquidity implications for each option.

2. Stress Testing (Regulatory Stress Testing and Internal (ICAAP) Stress Testing)

Project manage and facilitate regulatory and ICAAP stress test exercises.

Create balance sheet and P&L simulation models to reflect stress test inputs provided by domain owners.

Conduct simulations to assess the financial position of the bank and provide analysis results to support decision making.

3. ICAAP

Project manage and oversee the entire delivery of the ICAAP exercise.

Develop the ICAAP report, incorporating domain-specific information from various domain owners.

Manage the submission of the ICAAP report to the regulatory authority (BOT).

4. Capital & Master Risk Appetite

Set the yearly capital risk appetite.

Project manage and coordinate the compilation of various risk appetites to form the Master Risk Appetite.

5. Special projects - Actively participate in and/or drive special projects such as Climate Risk.

6. Team management- Manage a team of 3-4 individuals, focusing on their technical skill development, soft skill enhancement, coaching, task allocation, and career progression.

Qualification:

At least 7 years of relevant work experience in Financial Institutions, with expertise in key domains such as credit risk management, credit portfolio management, capital management, and balance sheet management.

Strong understanding of Basel regulations and the risk-weighted assets and capital requirements set by the Bank of Thailand (BOT).

Proficient comprehension of commercial banks financial statements, including knowledge of balance sheet components and P&L components.

Familiarity with the requirements of the Internal Capital Adequacy Assessment Process (ICAAP).

Experience in conducting thorough analyses to evaluate risks and inform decision-making processes.

Proficiency in financial modelling, specifically in projecting financial statements.

Experience in regulatory stress testing is a plus.

Experience in the development and enhancement of Recovery Plans, along with a good understanding of the BOT requirements related to recovery plans.

Proficiency in team management, with experience overseeing a team of approximately 3-4 individuals.

JOB TYPE

Industry

Other

Function

Skills

regulatory stress testing
balance sheet management
Internal Capital Adequacy Assessment Process
Basel regulations
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