Market Risk Specialist - Trading and Investment Risks

Job description.

-           Assist in developing operational plan for Market Risk Management – Trading and Investment Risks

-           Assess trading activities, investments proposals, and business initiatives to identify market risk exposures, market risk capital implications, and valuation requirements.

-           Design and develop market risk measurement methodologies, control frameworks, and reporting processes for market risk management of trading and investment risks.

-           Support stress testing design, scenario development, and risk appetite and risk limits setting.

-           Analyze market risk exposures, provide recommendation and mitigating controls, and escalate to the management for considerations and decision-making.

-           Enhance and streamline market risk management processes to support effective communication with senior management and improve operational productivity.

Key Responsibility:

-           Ensure quick responses to market changes and business needs yet maintain integrity of the Market Risk function.

-           Stay up to date with market events that may require further action than normal procedures e.g. necessity of ad hoc stress test in response to a potential stress event.

-           Stay updated on BOT and BIS regulations and best practices related to Market Risk to ensure that regulatory compliance and adherence to industry standards.

Qualifications.

-           Bachelor’s or master’s degree in finance, Risk Management, Mathematics, Statistics, Economics, or Financial Engineering.

-           At least 3 years work experience in Market Risk Management or related functions.

Personal Characteristics:

-           Strong communication skills with good command in English

-           Positive working attitude, strong interpersonal skills, and ability to work effectively under pressure in a dynamic environment.

-           Possess strong sense of ownership, urgency, and commitment to deliver high-quality results, with creativity in problem-solving.

Skill:

-           Strong market risk analysis skills

-           Good statistical and mathematical abilities

-           Strong skills in MS Office especially Excel / VBA.  Proficiency in other data analytical tools is a plus.

Knowledge:

-           Strong knowledge of financial markets products and market risks.

-           CFA / CISA / FRM / PRM is a plus.