SCBAM-Investment Risk Management Department (Director)

atSiam Commercial Bank (SCB)
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Job Description
Continuously enhance and drive the development in result analytics from both risk and performance perspectives via analytic tool development, quantitative model enhancement, infrastructure enhancement and team enhancement
Lead and guide the team in conducting risk & performance measurement and monitoring and ensure that those risks are timely and accurately reported and well within the approved limits and align with both internal and external rules and regulation.
Assess overall risk exposures on both firm-wide perspective and fund level perspective and recommend necessary actions required or appropriate risk tolerance levels to senior management and Risk Management Committee
Lead and guide the team to develop, validate and optimize risk models and performance-related models for an extensive measurement of fund performance, market risk, liquidity risk and credit risk exposures
Review and enhance Risk Management Framework both Investment Risk and Enterprise Risk perspective. Propose and establish necessary risk measures and risk tolerance levels for identified key risk factors.
Researching and propose solutions for workflow automation and transformation, aiming to improve risk/performance control and monitoring processes
Communicate company solid risk framework and risk management processes with clients and relevant counterparty to build and maintain trusts among stakeholders

Qualifications
1) Master Degree in Financial Engineering, Quantitative Finance, Computational Finance, Mathematics, Statistics, Engineering or related discipline
2) At least 5-10 years of relevant experience in trading, financial product structuring, investment, portfolio risk management, quantitative specialist and portfolio optimization
3) Sound knowledge of investment across all asset classes and enthusiasm for global financial markets and macro economics
4) Strong quantitative and modelling skills. Familiar with derivatives products and understand its roles in Investment Managements
5) Strong leadership and coaching skills, ability to motivate teams and influence teams
6) Self- Motivated, Proactive, Well Organized and Ability to work under pressure
7) Strong presentation skills. Able to communicate technical information to senior management level
8) Good command in both spoken and written in English
We're committed to bringing passion and customer focus to the business.
If you like wild growth and working with happy, enthusiastic over-achievers, you'll enjoy your career with us.
Salary
  • Negotiable
Job type
  • Full-time

Company overview

Size:2000-5000 employees
Industry:Banking & Finance
Location:Bangkok
Website:careers.scb.co.th/th
Founded in:1906
Ranking:4.5/5

Siam Commercial Bank (SCB), officially known as The Siam Commercial Bank Public Company Limited, is Thailand's first indigenous bank, established by royal charter on January 30, 1906. Over its more than 110-year history, SCB has played a pivotal role in the development of Tha ...

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Why join us:

Joining Siam Commercial Bank means becoming part of a legacy that has been instrumental in shaping Thailand's banking industry. At SCB, we value innovation, collaboration, and a commitment to excellence. Employees are provided with opportunities for professional gro ...

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Head office: Siam Commercial Bank PCL., Head Office 9th Floor, Zone C, 9 Ratchadapisek Rd., Jatujak, Bangkok, Thailand 10900
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