Award-winning executive recruitment company, Monroe Consulting Group, is recruiting on behalf of a leading Virtual Bank in Thailand. The company is building modern digital banking infrastructure and aims to establish a robust risk management framework aligned with international standards. To support the bank's growth and regulatory obligations, we are seeking an experienced ERM professional to lead system implementation, capital risk initiatives, and enterprise-wide risk reporting.
We are seeking an Enterprise Risk Management (ERM) Assistant Director. This position will be responsible for risk system implementation and enhancing the bank's enterprise risk framework, including Basel III capital analytics, ICAAP, and stress testing activities. The successful candidate will support the development of risk dashboards, models, and reporting processes, ensuring alignment with regulatory requirements. The role will collaborate closely with Finance, Credit, Data, IT, and Compliance teams to deliver accurate risk insights and strengthen overall risk governance for the Virtual Bank.
Job Responsibilities
System Implementation
Lead or support the design, development, testing, and rollout of risk systems, models, and dashboards across credit, risk, and regulatory reporting.
Serve as project manager or SME for capital adequacy, ICAAP, stress testing, and recovery planning modules.
Collaborate with cross-functional teams (Finance, Credit, Data, IT, Compliance) to gather and validate system requirements.
Participate in UAT, troubleshoot system issues, and coordinate with vendors or development teams.
Risk Measurement and Reporting
Support development and automation of Basel III capital calculation engines (RWA, capital ratios, buffers).
Implement risk data aggregation and reporting solutions aligned with Bank of Thailand guidelines.
Develop and maintain comprehensive risk management policies and procedures, ensuring compliance with BASEL and BOT regulations.
Prepare and validate inputs for ICAAP, stress testing, and risk appetite statements.
Produce internal and regulatory risk dashboards, reports, and management packs for senior leadership.
Job Requirements
Extensive years of experience in a financial institution or consulting environment with exposure to risk systems or regulatory reporting.
Strong understanding of Basel II/III, ICAAP, capital management, and stress testing frameworks.
Experience in risk system implementation or model development is a strong advantage.
Strong analytical mindset, cross-functional communication skills, and ability to work in a fast-paced digital banking environment.
