Market Risk Specialist

About the Role

Specialist - Liquidity & IRRBB Risk Management at LH BANK.

Responsibilities

• Develop and maintain liquidity risk & IRRBB management-related policies to be consistent, up-to-date and meet the requirements of BOT.
• Timely produce liquidity risk & IRRBB management reports for regulatory, internal and parent bank submissions and perform relevant control activities on daily liquidity risk & IRRBB exposures.
• Conduct and analyze liquidity & IRRBB risk metrics including LCR, LDR, NSFR and IRRBB; perform analysis and investigate material impact factors on risk exposures.
• Perform limits setting and limits review for liquidity risk & IRRBB to align with risk appetites and comply with BOT regulations.
• Strengthen and optimize liquidity risk & IRRBB management processes to support clear, timely, and effective communication with senior management.
• Conduct ICAAP and BOT supervisory stress tests for liquidity risk and IRRBB on a quarterly and annual basis.
• Develop models for managing liquidity risk & IRRBB and maintain parameters to ensure model integrity and regulatory compliance.
• Coordinate with internal and external parties relating to liquidity risk & IRRBB business/issues.
• Prepare reports for management and external regulators as requested.
• Complete other duties assigned by supervisor.

Additional Information

Work arrangement: onsite
Employment type: Full-time

Contact Person: Karita
Mobile: 096-912-1035
Email: karitap@lhbank.co.th