Investment Risk Management

Descriptions :

1. Perform periodic and ad-hoc tasks for fund performance and risk reporting using pre-specified performance attribution and risk models.
2. Quantify and analyses performance and risk measures including Value-at-Risk (VaR), Tracking Error, Risk-Adjusted Return, etc.
3. Cooperate in developing and maintaining risk indicators for effective risk monitoring.
4. Conduct and analyze Stress Testing scenarios useful for investment management process.
5. Research analyze and review investment strategies and its implications to performance and risk exposures.
6. Continuously improve workflow processes for data extraction, validation, quantification, and data analysis.
7. Research, implement or develop quantitative tools and maintain required numerical data as being assigned.
8. Ensure compliance with rules and regulations established by SCB, SEC, BOT as well as internal rules and external regulations related to Asset Management business.

Qualifications :

1. Master's Degree in Finance, Economics, Financial Mathematics, Financial Engineering, Computer Science, Risk Management, or related fields.
2. Experiences in Investment Management, Risk Management, or related field. Possess knowledge in fixed-income and equity derivatives would be an advantage.
3. Strong analytical skills and quantitative skills with ability to handle intensive numerical data.
4. Advanced skills in computer programming i.e. VBA, PowerBI, Python, SQL, R would be a plus.
5. Self-Motivated, Proactive, Well Organized and Ability to work under pressure.
6. Ability to handle multiple assigned tasks at a time while still paying attention to details.
7. Good communication, presentation and writing skills.
8. Good command in both spoken and written in English.