Ensure quick responses to market changes and business needs yet maintain integrity of the Market Risk function.
Stay up to date with market events that may require further action than normal procedures e.g. necessity of ad hoc stress test in response to a potential stress event.
Stay updated on BOT and BIS regulations and best practices related to Market Risk to ensure that regulatory compliance and adherence to industry standards.
Job description.
Assist in developing operational plan for Market Risk Management – Trading and Investment Risks
Assess trading activities, investments proposals, and business initiatives to identify market risk exposures, market risk capital implications, and valuation requirements.
Design and develop market risk measurement methodologies, control frameworks, and reporting processes for market risk management of trading and investment risks.
Support stress testing design, scenario development, and risk appetite and risk limits setting.
Analyze market risk exposures, provide recommendation and mitigating controls, and escalate to the management for considerations and decision-making.
Enhance and streamline market risk management processes to support effective communication with senior management and improve operational productivity.
Qualifications.
Bachelor's or master's degree in finance, Risk Management, Mathematics, Statistics, Economics, or Financial Engineering.
At least 3 years work experience in Market Risk Management or related functions.
Personal Characteristics:
Strong communication skills with good command in English
Positive working attitude, strong interpersonal skills, and ability to work effectively under pressure in a dynamic environment.
Possess strong sense of ownership, urgency, and commitment to deliver high-quality results, with creativity in problem-solving.
Skill:
Strong market risk analysis skills
Good statistical and mathematical abilities
Strong skills in MS Office especially Excel / VBA.Proficiency in other data analytical tools is a plus.
Knowledge:
Strong knowledge of financial markets products and market risks.
