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Market and Liquidity Risk Manager - Kasikornbank Public Co.,Ltd.

Kasikornbank Public Co.,Ltd. · Bangkok

Location
Bangkok
Salary
Depend on qualifications
Job Type
Full Time
Work Type
Onsite
Education
Bachelor's Degree or Higher
Posted
29/09/2026

Responsibilities

  • Monitor, analyze, and report Interest Rate Risk in the Banking Book (IRRBB), including earnings and economic value sensitivity under various interest rate scenarios.
  • Oversee liquidity risk management activities, including liquidity ratios, funding concentration, cash flow analysis, and stress testing.
  • Develop and enhance market and liquidity risk measurement models, methodologies, and risk monitoring frameworks in line with regulatory requirements and industry best practices.
  • Prepare risk assessments, management reports, and presentations for senior management, risk committees, and regulators.
  • Partner with Treasury, Finance, ALM, and Business Units to evaluate balance sheet strategies and recommend actions to mitigate market and liquidity risks.

    • Qualifications

  • Bachelor's or Master's degree in Finance, Economics, Accounting, Risk Management, Financial Engineering, or related fields.
  • Minimum 5-8 years of experience in Market Risk, Liquidity Risk, ALM (Asset Liability Management), Treasury Risk, or Risk Management within a bank or financial institution.
  • Strong hands-on experience in Interest Rate Risk in Banking Book (IRRBB), including repricing gap analysis, earnings sensitivity, economic value analysis, and behavioral assumptions.
  • Solid knowledge of Liquidity Risk Management, including liquidity stress testing, funding risk, liquidity ratios (LCR/NSFR), contingency funding plans, and balance sheet risk management.
  • Strong analytical, stakeholder management, and presentation skills, with proficiency in Excel and risk reporting tools. Knowledge of SQL, SAS, Python, or Power BI is an advantage.

    Remark: This position requires a criminal record information check prior consideration for employment to ensure safety and maintain standards of the organization.

    • Benefits

    • Provident Fund
    • Performance/results-based bonus
    • Annual bonus
    • Social security
    • Health insurance

    About Kasikornbank Public Co.,Ltd.

    Vision

    KASIKORNBANK aims to be the most innovative, proactive, and customer centric financial institution, delivering world class financial services and sustainable value to stakeholders by harmoniously combining technology and talent.


    Purpose

    We commit to driving sustainable prosperity by elevating and unleashing the full potential of every life and business we touch. Through trusted and innovative financial solutions, delivered with heart, we empower success that transforms lives and uplifts our beloved nation, Thailand.


    We don't just serve Thailand; we are building the future of ASEAN+3. And we believe that begins with our people.

    1 Soi Ratburana 27/1, Ratburana Road, Bangkok 10140

    https://.

    Kasikornbank Public Co.,Ltd. banner 1
    Kasikornbank Public Co.,Ltd.

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    Market and Liquidity Risk Manager
    Kasikornbank Public Co.,Ltd.
    View all jobs
    Bangkok
    Full Time
    Bachelor's Degree or Higher
    Depend on qualifications
    5-10 Years
    Today
    YOU SAY / HR SAY
    View Review
    What you will do
    Job Summary
    Monitor and manage the Bank's market and liquidity risk exposures, with particular focus on Interest Rate Risk in the Banking Book (IRRBB) and liquidity risk. Perform risk measurement, stress testing, and portfolio analysis to ensure compliance with risk appetite and regulatory requirements. Partner with Treasury, Finance, and business stakeholders to strengthen balance sheet management and optimize risk-return outcomes.
    Responsibilities
  • Monitor, analyze, and report Interest Rate Risk in the Banking Book (IRRBB), including earnings and economic value sensitivity under various interest rate scenarios.
  • Oversee liquidity risk management activities, including liquidity ratios, funding concentration, cash flow analysis, and stress testing.
  • Develop and enhance market and liquidity risk measurement models, methodologies, and risk monitoring frameworks in line with regulatory requirements and industry best practices.
  • Prepare risk assessments, management reports, and presentations for senior management, risk committees, and regulators.
  • Partner with Treasury, Finance, ALM, and Business Units to evaluate balance sheet strategies and recommend actions to mitigate market and liquidity risks.

    • Qualifications
  • Bachelor's or Master's degree in Finance, Economics, Accounting, Risk Management, Financial Engineering, or related fields.
  • Minimum 5-8 years of experience in Market Risk, Liquidity Risk, ALM (Asset Liability Management), Treasury Risk, or Risk Management within a bank or financial institution.
  • Strong hands-on experience in Interest Rate Risk in Banking Book (IRRBB), including repricing gap analysis, earnings sensitivity, economic value analysis, and behavioral assumptions.
  • Solid knowledge of Liquidity Risk Management, including liquidity stress testing, funding risk, liquidity ratios (LCR/NSFR), contingency funding plans, and balance sheet risk management.
  • Strong analytical, stakeholder management, and presentation skills, with proficiency in Excel and risk reporting tools. Knowledge of SQL, SAS, Python, or Power BI is an advantage.

    Remark: This position requires a criminal record information check prior consideration for employment to ensure safety and maintain standards of the organization.

    • Why you'll love working here
    AI
    YOU SAY / HR SAY Reviews
    YOU SAY / HR SAY

    "Strong support for employee growth and well-being."

    Employee ReviewsView All >

    ผู้จัดการสาขา

    >1 year, Current

    "ดีมาก"

    เปนองค์กรณ์ที่ดี เป็นอีกที่ ที่ควร เข้าทำงาน ด้วย สวัสดิการ การวัดผล หรืออะไรต่างๆ ดีมากเลยค่ะ
    Welfare
    • Provident Fund
    • Performance/results-based bonus
    • Annual bonus
    • Social security
    • Health insurance

    About Company

    Vision

    KASIKORNBANK aims to be the most innovative, proactive, and customer centric financial institution, delivering world class financial services and sustainable value to stakeholders by harmoniously combining technology and talent.


    Purpose

    We commit to driving sustainable prosperity by elevating and unleashing the full potential of every life and business we touch. Through trusted and innovative financial solutions, delivered with heart, we empower success that transforms lives and uplifts our beloved nation, Thailand.


    We don't just serve Thailand; we are building the future of ASEAN+3. And we believe that begins with our people.

    Location

    1 Soi Ratburana 27/1, Ratburana Road, Bangkok 10140

    Website

    .