Risk Analyst – ALM

Job Summary We are looking for a Risk Analyst with banking experience to support the implementation, testing, and improvement of financial risk management systems, particularly Asset and Liability Management (ALM) systems. The ideal candidate should have a good understanding of banking products and operations, strong analytical and critical thinking skills, and an interest in financial systems and technology. We welcome candidates who are willing to learn, enjoy solving problems, can communicate in English, and are able to use AI tools to work more efficiently.

Key Responsibilities
1. ALM & Financial Risk Systems
• Support the implementation, testing, and improvement of ALM and financial risk management systems.
• Understand business requirements and explain them clearly to technical teams.
• Prepare test cases, perform User Acceptance Testing (UAT), and check system results.
• Review financial data, cash flows, interest rate calculations, and risk reports.
• Support work related to ALM, Liquidity Risk, Market Risk, FTP, and profitability analysis. 2. Regulatory Reporting & Requirements
• Study and understand Bank of Thailand (BOT) regulations related to financial risk and regulatory reporting.
• Review reporting requirements for Liquidity Gap, Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), and other relevant reports.
• Translate regulatory requirements into clear instructions for technical teams, including calculation rules, data mapping, and reporting requirements.
• Help define and check data classifications, mapping rules, and calculation methods based on BOT requirements.
• Work with business users and technical teams to ensure regulatory reports meet the required standards.
• Prepare test cases and check the accuracy of regulatory reports and calculations. 3. System Analysis & Problem Solving
• Investigate system issues and work with IT teams and vendors to resolve them.
• Compare system results with expected results and identify possible causes of differences.
• Use critical thinking and logical analysis to understand problems and suggest solutions.
• Prepare business requirements, test documents, issue reports, and presentations.
• Coordinate with business users, IT teams, and vendors throughout the project. 4. AI & Work Efficiency
• Use AI tools to support data analysis, research, documentation, and daily tasks.
• Find ways to reduce repetitive work and improve work efficiency using AI and digital tools.
• Review AI-generated information to ensure accuracy and protect confidential data. Qualifications Education
• Bachelor's degree or higher in Finance, Banking, Accounting, Economics, Financial Engineering, Business Analytics, Information Systems, Mathematics, Statistics, Computer Science, or related fields. Work Experience
• 1–3 years of working experience in a bank or financial institution.
• Experience in banking operations, loans, deposits, treasury, risk management, finance, or banking systems is preferred.
• Experience in system implementation, UAT, business analysis, or regulatory reporting is an advantage.
• Knowledge of ALM, Liquidity Risk, Market Risk, or FTP is an advantage but not required. Technical & Analytical Skills
• Strong analytical, critical thinking, and problem-solving skills.
• Ability to understand problems, ask the right questions, and find logical solutions.
• Good understanding of banking products, interest rates, and financial transactions.
• Good Microsoft Excel skills, including formulas and data analysis.
• Ability to review financial calculations and identify differences in data or system results.
• Ability to understand regulatory requirements and explain calculation rules and data mapping to technical teams.
• Knowledge of SQL, Power BI, or banking systems is an advantage.
• Willingness to learn new financial concepts and technologies. AI & Digital Skills
• Ability to use AI tools, such as ChatGPT, Claude, or similar platforms, to improve work efficiency.
• Ability to apply AI tools to research, data analysis, documentation, and problem-solving.
• Ability to check the accuracy of AI-generated results before using them.
• Interest in learning new AI tools and digital technologies. English & Communication Skills
• Good written and spoken English skills.
• TOEIC score of 600 or above is preferred.
• Ability to read and understand English technical documents, system manuals, and regulatory guidelines.
• Ability to communicate with international vendors regarding system issues and requirements.
• Good communication and teamwork skills. Personal Attributes
• Strong critical thinking and logical problem-solving skills.
• Detail-oriented and careful with data and calculations.
• Eager to learn and open to new challenges.
• Responsible and able to take ownership of assigned tasks.
• Proactive and willing to ask questions when clarification is needed.
• Good teamwork and communication skills.
• Comfortable working with new systems, technologies, and AI tools.
• Able to manage multiple tasks and work effectively in a project environment.