Risk Modeling Manager

2 weeks ago


Sathon, Bangkok, Thailand Asia Plus Group Holdings Public Company Limited Full time ฿80,000 - ฿180,000 per year

Responsibilities:

  • Validate and support quantitative models and methodologies with strong quantitative and programming skills
  • Work on pricing and risk management issues across a range of financial products, and exposure to numerical solutions of differential equations, PDE's, SDE's, Probability Theory, etc.
  • Provide detailed analysis and documentation of methods, techniques, and findings
  • Investigate and manage large data sets, and support the integration of risk data insights into the Enterprise Risk Management framework and risk management practices
  • Review the framework and processes for the operational validation of the hedging and make recommendations
  • Engage in innovative research tasks for the team and management
  • Facilitate internal/external request for risk data, as approved by Supervisor

Qualification:

  • Master Degree in Economics, Quantitative Economics, Computer Science, Statistics, Financial Engineering, Financial Risk management, or other related fields
  • At least 5-7 years of direct experience in Risk Managements in Capital market business (Either Buy side or Sell side)
  • Possess demonstrated quantitative, analytical and problem solving skills
  • Ability to work flexibly in a team environment
  • Computer coding skill, for example MATLAB, VBA, R language, PYTHON, and SQL
  • FRM is a Plus

Benefits

  • Group insurance
  • Provident fund
  • Performance Bonus
  • Salary adjustment

Work location: Near BTS Chong Nonsi



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