Current Positions:
May 2023 - Present
SVP Head of Enterprise Risk and Infrastructure, Risk Management, CIMB Thai Bank · Full-time
Introducing new approaches for credit risk modelling e.g. information optimisation for A-score and Credit Rating, mixed Machine Learning methods for B-score, and harmonisation between IFRS ECL, and Basel IRB for both retail and non-retail portfolios
Managing ESG/Climate Risk including (i) setting risk metrics and thresholds, (ii) monitoring risk limit and (iii) developing models and conducting stress tests for Climate Risk (physical risk and transition risk)
Optimising RWA with netting and applying effective maturity and IRB models
Responsible for regulatory data and reporting including ICAAP, Stress Test, RWA calculation, GL reconciliation, Basel III Reform QIS analysis
Leading teams to managing and analysing risk: (i) setting and monitoring risk appetite/limit, and
(ii) analysing non-retail portfolio risk
Introducing data quality monitoring dashboard, ETL and automating dashboards and reports
Directing projects: (i) building new credit risk decision platform for implementing scoring models and business rules (ii) implementing new models in scoring/rating systems and (iii) automating GL reconciliation and RWA calculation for both loan and treasury portfolios
Jun 2023 - Present
Adjunct Lecturer, NIDA Environment School ·
Teaching 2 modules for MSc in Sustainability Science and Management
Sustainability Performance Evaluation and Measurement
Stakeholder Engagement and Materiality
Work Experiences:
Mar 2020 - Apr 2023
Head of Credit Risk Model, Analytics and Portfolio Management Department, Risk Management Group, Krungthai Bank, Thailand
- Improving regulatory/non-regulatory credit risk models for retails, SMEs, corporates, and public entities: develop, monitor and validate models (e.g., IFRS9, ECL, Credit rating, Early Warning Signal, A-score, B-score, etc)
- Supervising the team on managing portfolio risk, creating credit risk data marts, developing credit data integrity & governance processes
- Establishing a new ESG risk management system
- Reviewing underwriting criteria/product programs
Senior Vice President Corporate Strategy, Global Business Development and Strategy Group, Krungthai Bank, Thailand
Jun. 2019 - May 2024
Visiting Staff, School of Electronics and Computer Sciences, University of Southampton, UK
Apr. 2018 - Mar 2024
Economics news advisor for TV Channel 7 (Thailand)
Aug. 2017 - May 2024
UK Coordinator for the Association of Thai Professionals in European Region (ATPER)
Jun. 2019 - Mar. 2020
Associate Professor in Accounting and Finance, Nottingham Business School, Nottingham Trent University, UK
Acting Head of Accounting and Finance Research Group, Nottingham Business School, UK
Adjunct Staff, Southampton Business School, University of Southampton, UK
Jun. 2014 - May 2019
Lecturer in Finance, Southampton Business School, University of Southampton, UK
1) Programme Leader: MSc. Programme in Risk and Finance
2) Module leader of Financial Risk Management (MSc.), Fixed Income Securities Analysis (MSc.) and Corporate Finance 1 (MSc., 2014/15)
3) Module moderator of International Banking (BSc.) and Derivatives Securities (MSc.)
4) Research supervisor of MSc and PhD students
5) Academic advisor of postgraduate and undergraduate students
6) Faculty representative in overseas students recruitment
Aug. 2014 - Jul. 2018
External Examiner for MSc. and Diploma Programmes in Finance and Management Studies, School of Oriental and African Studies (SOAS), University of London
Aug. 2010 – May 2014
Lecturer in Finance, School of Business, University of Dundee, UK
1) Director of BFin/BIFin programmes
2) 2nd year coordinator
3) Module leader of Introduction to Investment (MSc.), Econometrics for Finance (MSc.)
4) Co-lecturer of Emerging Financial Markets (MSc.), Quantitative Methods (MSc.) International Capital Markets (3rd year), Advanced Financial Management (3rd year)
5) Research supervisor of postgraduate and undergraduate students
6) Academic advisor of undergraduate students
7) School Representative in overseas students recruitment
Jan. 2009 - Jul. 2010
Postdoctoral Teaching Fellow (2-year fixed term contract), Department of Economics and related Studies, University of York, UK
1) Module Leader of Development and Finance (MSc.), Microeconomics (MSc.)
2) Tutor of Introduction to Statistical Theory (1st year), Econometrics for Economists (2nd year), Commodity Market (2nd year), Corporate Finance & Derivative Securities (3rd year)
3) Developing a new module for MSc. in Development Economics & Emerging markets
4) Research supervisor of MSc. students
5) Academic advisor of undergraduate students
Sep. 2008 –Jan. 2009
Chief of Financial System Development Planning Division, Fiscal Policy Office, Ministry of Finance, Thailand
1) Leading the team in monitoring Thai and global financial systems
2) Collaborative working with officials of the Bank of Thailand, the International Monetary Fund (IMF), the World Bank and financial institutions in Thailand
3) Research on emerging issues of the financial system such as ‘Investment of Sovereign Wealth Funds’, ‘Early Warning System of State-owned Financial Institutions’, ‘Soft Loans’, ‘Gold Derivatives’, ‘Microfinance’ and ‘Global Financial Crisis’
Jan. 2008 – Aug. 2008
Chief of Thai Macroeconomic Modelling and Forecasting Division, Fiscal Policy Office, Ministry of Finance, Thailand
1) Leading the team in modelling and forecasting Thailand’s and Global economic performance
2) Leading the team in monitoring/Analysing economic & financial data of Asian emerging markets
3) Research on global financial crisis, and development in Asian economies, finance and policies.
4) Meeting with representatives from credit rating agencies, institutional investors and international organisations such as the IMF and the World Bank
5) Providing training for local officials of the Ministry on economic modelling
6) The editor of Macroeconomic Analysis Briefings
External Administrative Board Committee for MSc. Programme in Economics, Faculty of Economics, Chulalongkorn University, Thailand
Aug. 2005 – Dec. 2007
Senior Economist, Fiscal Policy Office, Ministry of Finance, Thailand
1) Collaborative working with the Asian Development Bank (ADB) and ASEAN+3 government officials on promoting the “Asian Bond Development and Chiang Mai Initiatives” and developing a regional economic surveillance system for ASEAN+3
2) Preparing Asian economic development reports for ASEAN+3 Finance Ministers
3) Preparing speeches for the Minister and the Permanent Secretary
4) A delegate in ASEAN and ASEAN+3 meetings and the ADB’s annual meetings
5) The editor of Macroeconomic Analysis Briefings
6) Research on macroeconomic forecasting, and development in Asian economic and financial policies.
Sep. 2004 – Aug. 2005
Lecturer (1-year fixed term contract), Business School, University of Leeds, UK
Module Leader of Mathematics and Statistics for Business and Economics I (BSc) and Mathematics for Business and Economics II (BSc)
Apr. 1999 – May 1999
Intern, Macroeconomic Index Division, Research Department, Bank of Thailand, Thailand
Apr. 1998 – May 1998
Intern, Bank of Asia (ABN Amro), Thailand
Part-Time (Non-contract) Position
Jun. 2007 – Jul. 2010
Lecturer, ABAC School of Management, Assumption University, Thailand
Module Leader of Econometrics (PhD. in Management and Marketing, MSc. in Financial Economics), Mathematics & Statistics for Finance (MSc. in Financial Economics)
Jun. 2007 – Dec. 2008
Lecturer, School of Management, Mae Fah Luang University, Thailand
Module Leader of Economics of Public Finance (4th year), Research Methods in International Business and Logistics (MA.)
Aug. 2006 – Dec. 2008
Lecturer, Faculty of Economics, Chulalongkorn University, Thailand
Module Leader of Introduction to Econometrics (3rd year), Topics in Econometrics and Applied Econometrics: Financial Econometrics (4th year), World Trading System (4th year), Research Methods in Health Economics (MSc.)
Lecturer, Graduate School, Dhurakij Pundit University, Thailand
Module Leader of Econometrics in Business Administration (PhD.)
Lecturer, International College, University of Thai Chamber of Commerce
Module Leader of Business & Government (2nd year), Macroeconomics (MSc.)
Oct. 2004 – Dec. 2004
Teaching Fellow, University of Bradford, UK
Tutor of Principle in Economics (1st year)
Jan. 2002 - Aug 2004
Teaching Fellow, Department of Economics and related Studies, University of York, UK
Tutor of Introduction to Economics (1st year), Macroeconomics 2 (2nd year), Mathematical Techniques in Economics 2 (2nd year), Commodity Market (2nd year)
Jun. 1999 - Sep. 2000
Teaching Fellow, Faculty of Economics, Chulalongkorn University, Thailand
Tutor of Maths for Economists 1 (1st year), Macroeconomics (2nd year), Introduction to Econometrics (3rd year), Econometrics (MSc. in International Economics & Finance)