Officer - Risk Operation Development

4 months ago


กรงเทพมหานคร, Thailand Stock Exchange of Thailand Full time

Responsibility:

- พัฒนาและจัดทำแบบจำลองในการบริหารความเสี่ยงของสำนักหักบัญชีในด้าน Credit Risk, Market Risk และทดสอบความเหมาสะมของแบบจำลองให้ทัันสมัยและทันกาล
- ติดตาม New Development ของ International Organizations เช่น CPMI-IOSC, ESMA, FSB, CCP Global, WFE, ISDA, FIA และตลาดหุ้นหรือตลาดอนุพันธ์ชั้นนำในต่างประเทศ ในด้าน Clearing and Settlement และ การบริหารความเสี่ยง
- รับผิดชอบ ดูแล ความเสี่ยงจากการทำธุรกรรมของสมาชิกทั้งระหว่างวันและสิ้นวันทำการ พร้อมทั้งวิเคราะห์สาเหตุ และ take action
- รับผิดชอบงานที่เกี่ยวกับสมาชิก เช่น ติดตามและวิเคราะห์ความเข้มแข็งทางการเงินของสมาชิก รวมทั้งการจัดส่งรายงานการเงิน เป็นต้น
- ติดตาม ดูแล การคำนวณ Risk Parameters ต่างๆ
- ทดสอบระบบงานบริหารความเสี่ยง

Qualification:

- การศึกษาปริญญาตรี หรือปริญญาโท สาขา วิศวกรรมการเงิน (Financial Engineering), สถิติ, การเงิน, เศรษฐศาสตร์, บริหารธุรกิจ บัญชี
- มีความรู้ความเข้าใจในเรื่องเกี่ยวกับ Risk Management และ Financial Model เบื้องต้น
- มีความรู้ด้าน Product และ risk-reward ของ product ในตลาดทุน จะเป็นประโยชน์อย่างยิ่ง
- มีทักษะด้านวิเคราะห์ คณิตศาสตร์ สถิติ ค่อนข้างดี
- มีทักษะด้านโปรแกรมคอมพิวเตอร์ที่เป็นเครื่องมือในการพัฒนาแบบจำลองการบริหารความเสี่ยง
- สามารถทำงานเป็นทีมได้



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