TMB Bank Public Company Limited Jobs 195 Jobs

19 July 2019
Job ID: BK-112075
Senior Balance Sheet Analytics Specialist


Job Responsibility:

-       To perform quantitative analytics in ALM and capital management to support BSM and ALCO in order to manage and optimize the balance sheet structure and profile.

-       Study products, customers’ behaviour and historical market data.

-    Using SAS, Crystal Ball and other modeling environments to develop, review and improve interest and liquidity gap, deposit behavior, liquidity stress, FTP, regulatory and economic capital (ex credit) models.

-   Responsible for annual ICAAP reporting to the BOD (internal risk based assessment of capital adequacy, target setting, capital planning).

-   Coordinate Bank-Wide Stress Testing and liquidity stress testing exercise, at least annually. Perform analysis and write up executive summary. Make presentations to BOD, RMC, and ALCO.

-   Provide analysis on capital and debt raising alternatives on the Bank's balance sheet profile.

-   Produce metrics for Liquidity, LCR, and NSFR reporting to the BoD and BoT.

-   Analyse and understand balance sheet items and risks that impact the Bank’s capital position. Assist Head of Balance Sheet Analytics in analysing the Bank’s balance sheet to understand the linkage of ALM, interest rate risk, liquidity risk, market risk, credit risk and capital.

-   Document model methodology, workings, and assumptions and submit for review and approval by relevant authority.

-   Study, set up and maintain desktop modeling environments, check and reconcile data with FDMC, MRM, TMBA, FBP, FC, TMO, CM.

-   Coordinate with MIS, IT or other units to maintain supporting systems and ensure the completion of routine & reconciliation processes, system/application development/correction and ensure data integrity.

-   Manage requests from ALCO and Management by providing analytical support as required to BSM team.

-   Produce more complex metrics used by BSM dashboards / reporting not generated by FDMC/Power BI.



- At least Bachelor’s degree in Finance, Economics, mathematics, statistics, or related field. MBA is preferred.

- Minimum 7 years experience in Finance or Risk in banking industry.

-An excellent understanding of Basel regulations and upcoming regulatory changes.

-Banking and Treasury products, Finance & Capital Market, Financial analysis, Risk Management.

-Stochastic and statistical modeling techniques.

-SAS, Crystal, VBA.

- Good command in English both writing and speaking.


Interested candidate please apply online at




Job Details:

  • Five-day work week
  • Performance bonus
  • Free shuttle bus
  • Medical insurance
  • Dental insurance

TMB Bank Public Company Limited
  At TMB , we are committed to Make THE Difference in the Thai banking sector.  By empowering our employees to always challenge and improve upon the status quo in everything we do, TMB is in turn able to deliver value to all our stakeholders: our customers, our shareholders, our community and, of course, our employees themselves. For the past five years, TMB has relentlessly transformed into a solid financial institution backed by five consecutive years of earnings growth and we are aggressively approaching the next chapter to do even better. To succeed, we start from our employees to help build and sustain a strong corporate culture where all of us pull in the same direction to optimise the customer experience end-to-end.    TMB is looking for employees who are game changers: people who are passionate about shifting the paradigm and can Make THE Difference in everything we do.  

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