Support the team in monitoring and analyzing the Bank's market risk exposures, including interest rate, foreign exchange, fixed income, and other relevant risks.
Assist in preparing regular market risk reports, dashboards, and management information.
Perform basic risk analysis such as sensitivity analysis, stress testing, scenario analysis, limit monitoring, and P&L review, with guidance from senior team members.
Follow market developments and help assess how changes in interest rates, FX, bond yields, and other market factors may affect the Bank.
Use market data and analytical platforms such as Bloomberg, ThaiBMA, and other treasury or market risk tools to support analysis.
Work with Treasury, ALM, Finance, Data, and Technology teams on market risk-related analysis and projects.
Develop simple analytical tools and automation using Python, SQL, and other data analytics technologies.
Learn and apply new technologies, including Claude, GPT, and other AI-enabled tools, to improve productivity and analytical capability.
Build knowledge of market risk regulations, banking book and trading book activities, and risk management practices.
Contribute to a collaborative, curious, and continuous-learning team environment.
Qualifications
Bachelor's or Master's degree in Finance, Financial Engineering, Economics, Statistics, Mathematics, Data Analytics, Engineering, or other quantitative disciplines.
Approximately 1–4 years of relevant experience:
Junior: typically 1–2 years.
Senior: typically 3–4 years.
Exposure to banking, treasury, ALM, investment, trading, market risk, or quantitative analytics is preferred.
Basic understanding of banking book and/or trading book activities would be an advantage.
Familiarity with market risk concepts such as interest rate risk, FX risk, VaR, sensitivities, stress testing, or IRRBB is beneficial, but not mandatory for junior candidates.
Exposure to market data or analytical platforms such as Bloomberg, ThaiBMA, or equivalent tools would be an advantage.
Good quantitative thinking, analytical ability, and structured problem-solving skills.
Basic to intermediate Python programming ability; SQL knowledge is an advantage.
Curious and willing to learn new tools, technologies, and market risk concepts.
Good communication skills and a strong team-player mindset.
CFA, CQF, FRM, or equivalent professional qualification is an advantage, but not required.
