Key Responsibilities

• Measure, monitor, and report market risk exposures in accordance with Market Risk Management policies.
• Calculate and report Market Risk Capital Charges for the trading book in compliance with regulatory requirements.
• Conduct market risk stress testing and scenario analysis.
• Develop and enhance market risk management tools, methodologies, and monitoring frameworks.
• Prepare market risk reports and present key findings to the Risk Management Committee (RMC).
• Support the selection, implementation, and enhancement of market risk management systems and technologies.
• Consolidate market risk information and trading positions across portfolios.
• Coordinate with IT teams and external vendors to resolve system-related issues.
• Configure and maintain risk evaluation parameters, including risk factors and portfolio structures.
• Perform daily reconciliation of FX positions between Dealing Room transactions and General Ledger records.

Qualifications

• Bachelor's Degree in Financial Engineering, Business Economics, Finance, Economics, or related fields.

• Master's Degree in Financial Engineering, Economics, Finance, Risk Management, or related disciplines is an advantage.

• Experience in Market Risk Management, Trading Book Risk, Treasury Risk, or related areas.

• Basic knowledge and understanding of treasury products and financial markets.
• Strong analytical and quantitative skills.

• Proficiency in Microsoft Excel and other MS Office applications.

• Good command of English, both written and spoken.
• Strong communication and stakeholder management skills.

Applicants can read the Personal Data Protection Announcement of the Bank's Human Resources Function by typing the link from the image that stated below. :

(https://krungsri.com/b/privacynoticeen)

Remark: The bank needs to and will have a process for verifying personal information related to the criminal history of applicants before they are considered for employment with the bank.

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Talent Acquisition Department
Bank of Ayudhya Public Company Limited
1222 Rama III Rd., Bangpongpang, Yannawa, Bangkok 10120