Quantitative Risk Management Manager / Senior Manager

The Quantitative Risk Management Manager / Senior Manager will be responsible for developing quantitative tools, risk measurement methodologies, and automation processes to support the monitoring and control of risks arising from securities businesses. The role covers key risk areas including margin lending, block trades, proprietary trading, private fund investments, and regulatory capital monitoring.

Responsibilities:

• Monitor and manage risks associated with core securities businesses, including margin loans, block trades, proprietary trading, and other relevant business activities.
• Evaluate listed securities using quantitative, financial, and market-based approaches to support the setting of appropriate initial margin rates, credit limits, and ceiling limits.
• Perform daily Net Capital Ratio (NCR) monitoring to ensure compliance with regulatory requirements.
• Develop and automate risk reports, dashboards, and monitoring tools for the Risk Management Department.
• Understand and utilize brokerage data structures to support risk analysis, monitoring, and reporting.
• Assess and manage risks from private fund investments, including Value-at-Risk (VaR), concentration risk, liquidity risk, and other relevant risk measures.
• Establish appropriate risk limits using statistical, quantitative, and historical data methodologies.
• Conduct VaR backtesting and stress testing for private fund portfolios.
• Conduct stress testing for the securities firm’s key risk exposures and business activities.
• Design and develop tools to enhance risk monitoring, risk control, and decision-making processes.
• Support risk-related projects by applying quantitative skills, data analytics, and financial modeling knowledge.
• Work closely with business units, IT, operations, and other relevant departments to improve risk data quality, risk reporting, and risk control processes.

Qualifications:

• Bachelor’s or Master’s degree in Risk Management, Finance, Economics, Statistics, Financial Engineering, Mathematics, Computer Science, or other related fields.
• 3–7 years of experience in securities, brokerage, asset management, banking, risk management, or other financial institutions.
• Good understanding of securities products and risk management practices in a securities firm.
• Knowledge of quantitative risk measurement, financial modeling, statistical analysis, and portfolio risk concepts.
• Experience with SQL, Python, VBA, or other data analytics and automation tools would be an advantage.
• Understanding of brokerage data structures and trading systems would be an advantage.
• Moderate English communication skills, both spoken and written.
• FRM, PRM, CQF, CFA, or other relevant professional certifications would be an advantage.

Human Resources Department
(Only the short-listed candidate will be contacted)

PHILLIP SECURITIES (THAILAND) PUBLIC COMPANY LIMITED
11th Floor, Vorawat Building, 849 Silom Road, Bangkok 10500

Tel. [02-153-9200 Ext. 6141](tel:02-153-9200 Ext. 6141) 
www.phillip.co.th