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Job Responsibilities :Prepare the market risk reports for trading book and submit to ALCO and RMCImprove the market risk reports, methodology to effectively manage trading book exposureConduct the model Back-testingValidate all models to be used in both banking and trading book.Select the proper technology for the market risk managementConsole the market risk information and positionLiaison with IT and vendor to resolve the technical problem caused by the risk management SystemIntegration project of market risk and liquidity risk task force.QualificationMaster’s degree in Finance, Economics, Marketing, Business Administration or related fieldsExperienced in market risk management policies, ALM, Treasury or related fields will be preferable.Good command of English
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