Market Risk

Key Responsibilities:

Risk Monitoring and Control: Monitor daily risk numbers to ensure financial products business is operated under all aspects of risk framework. Make sure risk numbers calculated by the system are correct and make corrections when necessary. Escalate and take appropriate actions in case of limit breach.

Model Development and Validation: Assist in model development and model validation processes. Collaborate with Financial Products Department and IT Department to support the development of the models. Perform testing to validate the models.

Support Financial Products Business: Support Financial Products business from market risk perspective. Assist market risk team head in supporting Financial Products business from product development stage to production and daily operation. Help resolve any issues that may arise.

Support Private Fund Business: Monitor investment made by Private Fund Department to ensure proper utilization of the limits. Escalate and take appropriate actions in case of limit breach. Provide calculation support in evaluating fund performance and risks including Sharpe ratio, performance attribution, value-at-risk (VaR), and stress test.

Market Risk Report: Collaborate with departments that utilize market risk reports including Finance & Accounting and relevant departments of KBank to assist in identifying the requirements of each department. Provide IT requirements and coordinate with related IT departments to develop the system to support reporting activities. Make sure risk reports are delivered to senior management and other recipients on time.

Miscellaneous: Complete other tasks assigned by Head of the Department or Team Head.

Qualifications:

1. Bachelor’s degree or higher in Finance, Financial Engineering, Computer Science, or related fields.

2. 2+ years of working experience in market risk management, financial products, or related fields.

3. Strong knowledge in financial markets, financial products (including derivatives), and financial modeling.

4. Excellent analytical and problem-solving skills.

5. Excellent communication and presentation skills.

6. Some programming skills are preferred.

Remark: This position requires a criminal record information check prior consideration for employment to ensure safety and maintain standards of the organization.