Counterparty Risk Management
Siam Commercial Bank Public Co., Ltd.
jobsDB ref: JTH300003001227734
- Review and develop counterparty and country risk framework and stress test analysis
- Monitor and analyze counterparty credit exposure, country exposure, market factors, credit factors and all relevant economic / geopolitical factors including all regulatory changes
- Conduct country risk review, analyze, evaluate, identify risks for country credit application and propose recommendation
- Quantify counterparty credit risk, explore and propose the proper methodology
- Ensure data base integrity as input for counterparty risk and country risk quantification
- Assist team with ad hoc analysis and projects
- Bachelor Degree in Finance , Financial Mathematics ,Financial Engineering, Risk Management or related fields
- Self-motivated, proactive, well organized and ability to work under pressure
- Strong analytical skill especially in counterparty risk and country risk, financial and economic analysis
- Good communication, Presentation and Writing skills
- Fluent in both spoken and written in English
- Computer skill i.e. Microsoft Office and VBA
Interested candidate, please submit your CV by click "Apply Now"
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About Siam Commercial Bank Public Co., Ltd.
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