Executive recruitment company Monroe Consulting is recruiting on behalf of a major financial institutions in Bangkok. The company is seeking a Senior Specialist - Integrated Risk Management professional. The company provides financial consultation and solutions personalized to individuals' needs.
The position is responsible for facilitating end-to-end deliverable of the recovery plan and construct balance sheet and P&L simulation models to simulate financial statements reflecting stress test inputs. Perform yearly master risk appetite setting and participate in any special projects.
Job Responsibilities
Recovery Plan
- Project manage / facilitate end-to-end deliverable of the Recovery Plan (with inputs from domain owners) e.g., project management, timeline management, stakeholders (internal and external) management, deliverables management. Etc.
- Develop scenarios for reverse stress testing, select the recovery options for different scenarios
- Construct simulation models to simulate the impact of the recovery options (to support impact analysis)
- Estimate capital and liquidity impact of each recovery option (options and ranges will be provided by domain owners
Stress Testing (Regulatory Stress Testing and Internal (ICAAP) Stress Testing)
- Project manage / facilitate end-to-end regulatory and ICAAP stress test exercise
- Construct balance sheet and P&L simulation models to simulate financial statements reflecting stress test inputs (stress test inputs will be provided by domain owners), and conduct balance sheet and P&L simulations
- Provide analysis results on the outcome to the Bank's financial position, and other supporting information to facilitate decision making
ICAAP
- Project manage / facilitate end-to-end delivery of ICAAP exercise
- Develop ICAAP report, with domain-specific information from different domain owners
- Manage ICAAP submission to the BOT
Master Risk Appetite
- Perform yearly Master risk appetite setting
Special projects
- Participate and/or drive the special projects
Job Requirements
- Working experience related to financial institutions in the domain of risk management, capital management and balance sheet management.t
- Good understanding of Basel regulations and BOT requirements in relation to risk weighted assets and capital.
- Good understanding of commercial banks financial statements (balance sheet components, P&L components).
- Good understanding of ICAAP requirements.
- Experience in conducting analyses.
- Experience in financial modelling (projections of financial statements).
- Experience in regulatory stress testing is a plus.
- Experience in Recovery Plan development / enhancement & good understanding of BOT requirements in relation to the recovery plan is a plus.
