This offer job is expired.

Quantitative Credit Risk Management Manager

Bank of Ayudhya - Expires on Dec 07, 2014
  • Country
  • Location
  • Job Type
  • Experience
  • Eligibility
  • Thailand
  • Bangkok
  • Permanent - Full Time
  • 3+ years
  • Expat and local
Consulting / Strategy
Job Category
Banking / Financial Services

Job Description

  • Manage and Cooperate with related parties for A-IRB implementation execution for Corporate & Consumer Portfolio, including;
  • Implementation of Basel Parameter and Validation
  • Implementation of Risk Weighted Asset Calculation engine
  • Implementation of Stress test and Economic Capital framework
  • Ensure the implementation framework is in accordance with BOT and JFSA requirements.

Job Requirements

  • Prior Experience of Basel Compliance PD/LGD/EAD models development or implementation.
  • Good knowledge of statistic or mathematics.
  • Good knowledge of BOT regulation or BOTís Basel Requirement.
  • Experience in A-IRB implementation or project management is a plus

About the recruiter

Bank of Ayudhya

Bank of Ayudhya Public Company Limited [symbol in SET: BAY ] was established on January 27, 1945, and its ordinary shares were listed on the Stock Exchange of Thailand in 1977. The Bank is currently ...

Read more

Featured Recruiters & Partners

ADEN Services
CCIFV (French Chamber of Commerce in Vietnam)

Share by Email

Log in

Please fill the info to login.