Financial Risk Consultant - ALM (Senior Associate)

Senior Associate

Risk Consulting: Financial Risk Management

Job Description

We look for individuals who are ready for a challenge and want to collaborate with diverse teams, take responsibility for their personal growth and help our firm operate with quality and integrity.

Our FRM team is highly regarded in financial institution service. We provide independent advice and assistance to our client in Thailand and this region encompassing:

  • Develop and implement interest rate risk in banking book and liquidity risk system for an end-to-end basis
  • Provide advice on Asset and Liability Management (ALM) for an end-to-end basis i.e. policy review, system implementation, and ALM operating model review and redesign etc.
  • Support the other teams regarding financial institution especially banking technical expertise
  • Provide advice and assistance on mathematical models for valuations of financial instruments, behavioral modeling, and optimization problems
  • Project management support

Job Requirement Essential

  • Minimum of 3-5 years of banking experience or in consulting services for financial institutions or relevant roles in industry
  • Previous consulting experience with demonstrated track record of quality work, client management and productive team interactions is a plus
  • Strong understanding of Bank of Thailand regulations
  • Degree in Business, Engineer or Economics, MBA, or Master’s degree in Finance
  • Strong IT skills on Microsoft Office especially Word, Excel, PowerPoint and Project. IT skills on other programming i.e. Visual Basic, R Programming Language or MATLAB is a must
  • Strong language skills on Thai and English

Skills Preferred

  • Ability to work effectively multiple, concurrent projects and meet deadlines while working both independently and in a team environment
  • Ability to work effectively according to strict deadlines
  • Excellent English communication both written and spoken