Bank of Ayudhya PCL (Krungsri)
Market Risk Management Officer (Trading Book)
atBank of Ayudhya PCL (Krungsri)- 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.
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.
Stay connected with KRUNGRI CAREER at:
- FB: Krungsri Career
- LINE: Krungsri Career
- LinkedIn: Krungsri
Talent Acquisition Department
Bank of Ayudhya Public Company Limited
1222 Rama III Rd., Bangpongpang, Yannawa, Bangkok 10120
Experience required
- any or no experience
Salary
- Negotiable
Job function
- Finance
- Analyst
Job type
- Full-time
Company overview
Bank of Ayudhya Public Company Limited, commonly known as Krungsri, is the fifth-largest bank in Thailand in terms of assets, loans, and deposits. Established on January 27, 1945, Krungsri offers a comprehensive range of banking and financial services to both individual and corp ...
Why join us: Joining Krungsri means becoming part of a leading financial institution with a rich history and a strong commitment to innovation and excellence. As a member of the MUFG network, employees have access to international expertise and opportunities for global collaboration.&nbs ...
Benefits
- Professional development
- Social Security
- Annual bonus
- Corporate Social Responsibility Initiatives
- Dental Insurance
- Health Insurance
- Learning & Development Opportunities
- Life Insurance
- Performance bonus
- Transport Allowance
