Risk Analytics and Monitoring

2 weeks ago


กรงเทพมหานคร, Thailand บริษัทหลักทรัพย์ เกียรตินาคินภัทร จำกัด (มหาชน) Full time

วันที่: 16 พ.ย. 2565- ตำแหน่งที่ตั้ง: กรุงเทพมหานคร, ไทย- บริษัท: บริษัทหลักทรัพย์ เกียรตินาคินภัทร จำกัด (มหาชน)**Job Summary**:
Strong financial and analytical skills
Understanding in financial derivative products
Quantitative risk model development and implementation

**Role and Responsibilities / หน้าที่ความรับผิดชอบ**:

- Analyze risks related to equity and structured products trading/investment as well as other activities in Capital Market Business
- Prepare and analyze routine risk reports or adhoc tasks related to market risk, liquidity risk, credit risk or risk management issues related to regulatory framework.
- Develop risk measurement and control tools, for example, VaR, Greeks analysis and hedging simulation with Excel VBA/ VB.NET
- Perform due diligence against client profile/ trading activities and analyze client’s credit risk related from equity, derivatives and SBL trading.
- Assist in reviewing new trading strategies/ products and addressing risk concerns (e.g. VaR, expected shortfall, stress testing, and sensitivities) for proposal on risk control framework to Risk Management Committee

**Qualifications / คุณสมบัติ**:

- Bachelor’s degree or above graduates in financial mathematics, financial engineering, business administration, economics, engineering or related field that is highly analytical and quantitative
- Minimum 3 years experience in Capital Market, Finance and Banking industry or related fields
- Ability to recognize and measure risk across a variety of instruments and investment strategies
- Programming skill, preferably Excel/VBA and VB.NET
- Good command of written and spoken English
- Must be pro-active and eager to learn
- Must be result-oriented and able to get the projects done within deadlines
- Knowledge of option pricing theory, statistical distributions, Monte-Carlo simulation will be advantageous

**Specific knowledge and skill / ความรู้เฉพาะตำแหน่ง**:
Having CFA / CISA / FRM / PRM professional certification is a plus


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