Financial Risk Manager - ALM

Financial Risk Manager - ALM

Advisory-Risk Consulting

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, behavioural modelling, and optimization problems
  • Project management support

Manage Engagements

  • Plan and manage FRM Projects consulting engagements; including requirements gathering, scoping, process design and full cycle project management
  • Manage the engagement team to the production of quality deliverables on time and on budget
  • Ensure buy-in of proposed solutions from top management levels at the client organization
  • Ensure the quality of deliverables meets with client expectations
  • Manage engagement risk and project economics

Business Development

  • Develop and maintain relationships with decision makers at key clients
  • Contribute to proposal development efforts
  • Contribute to successful client oral presentations

Team Development

  • Support the development of strong delivery teams, from recruitment to on the job development and retention
  • Be valued by colleagues and direct reports as a team player and as a coach

Job Requirement Essential

  • Minimum of 6-8 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