Balance Sheet Monitoring (Liquidity Risk)
Siam Commercial Bank Public Co., Ltd.
jobsDB ref: JTH300003001218212
- Monitor and report the factors or events leading to liquidity risk and interest rate risk in banking book (IRRBB) to the senior management.
- To monitor daily report on credit and deposit movement, liquidity & FX positions
- Create risk indicators and monitor the risk limits under liquidity risk and IRRBB for the Bank and group
- Conduct stress test under assumption approved by ALCO
- Disclose the disclosure report under liquidity risk and IRRBB according to BOT’s notification
- Propose and review FTP methodology from ALCO and publish daily FTP rate in the Bank’s webpage
- Master's Degree in Accounting, Finance or Statistics
- Knowledge in accounting standard and risk factors
- Knowledge in asset and liability projection, liquidity risk and revaluation methodology
- Knowledge in Portfolio Management and Financial Products such as Derivatives will be preferred.
- Self motivated, commitment and enthusiasm are essential
- Analytical skill and good team-working attitude
- Good command of English
- Process good PC Skills e.g. MS Word, Excel, PowerPoint
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About Siam Commercial Bank Public Co., Ltd.
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