
Industrial and Commercial Bank of China (Thai) Public Company Limited (ICBC)
Being a member of Industrial and Commercial Bank of China Limited (ICBC), the largest commercial bank in China and the world's largest bank in market capitalization, ICBC (Thai) is now ready to provide an integrated banking service for both retail and institutional customers including international corporations.
Our customers will experience the convenience through ICBC network which includes 16,232 service points around China together with 162 foreign branches and subsidiaries and partners with more than 1,500 correspondent banks worldwide. With the support from ICBC, a world-class banking group, to help broaden and strengthen our competency, we aim at becoming ICBC Regional Center in Indochina in the near future.
Risk Management (Model) Specialist
Industrial and Commercial Bank of China (Thai) PCL.Financial/Banking/Securities
Yesterday
Full Time
1 - 10 Year
Bangkok and its Vicinity
Bachelor's Degree or Higher
Negotiable
1. Conduct, improve and lead the model development include PD, LGD, EAD and IFRS9 Models.
2. Monitor, Analyze and Evaluate the models performance.
3. Prepare the models stress testing and statistical testing.
4. Prepare documentation of the models for Validator, Internal Audit, External Auditor and the Bank of Thailand.
5. Update and review related policies.
6. Other assignments, if any.
- Bachelor's Degree or higher in Statistics, Mathematics, Finance, Economics, IT or related field,
- At least 3 years of experience related to Model Risk, Risk Management
- Knowledge of IFRS, Model, Risk management and good command in English
- Annual Leave
- New Year Party
- Provident Fund
- การขึ้นเงินเดือนประจำปีตามผลงาน
- Staff training and development
- ค่าทันตกรรม
- Marriage gift
- Telephone bill allowance
- 5-day work week
- ประกันกลุ่ม
- ประกันชีวิต
- Social security
- Health insurance
- Accident Insurance
- Ordination leave
- ลาพักผ่อนประจำปี
- Funeral payment support
- โบนัสตามผลงาน
- Performance/results-based bonus
- Annual bonus