Perform stress testing and conduct impact analysis to capital position of the Bank and its Financial Group and conduct ICAAP report related to capital adequacy part
Conduct an annual review on the risk appetite statement (RAS) relating to capital position and establish a risk materiality threshold for risk monitoring
Prepare the disclosure of Basel III Pillar 3 report on a semi-annual basis as well as related notes to financials and analysis of the Bank's capital position compared with those of the peers
Conduct the recovery plan on an annual basis
Analyze impact from the upcoming Basel/BOT regulations for long-term capital planning, as well as prepare new processes to ensure the compliance of the bank.
Qualifications
Bachelor's degree or higher in in Finance & Banking, Accounting, Statistics, or related fields
Minimum of 3 years of experience in risk management, particularly credit risk management
Familiarity with banking businesses and regulations (BASEL) is strongly preferred
Good command of English both writing and speaking
Self-motivated, customer focus, and strong analytical skill
