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.
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
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 ...