Krungsri Bank (Bank of Ayudhya PCL.)

Market Risk Management Assistant Manager

Krungsri Bank (Bank of Ayudhya PCL.)
Salary provided
Posted on 01 Mar 2021

Market Risk Management Assistant Manager

Krungsri Bank (Bank of Ayudhya PCL.)

Job Highlights

  • FOREX, consumer and commercial banking product
  • English communication and diversity
  • VBA, Python, SQL and MUREX

Job Description


  • Analyze financial statistical data quantitatively and qualitatively.
  • Review and approve new products, businesses and trading strategies.
  • Evaluate pricing and valuation models suitability within business context.
  • Conduct market risk and credit risk measurement for trading portfolios, and model variation exercises for Market Risk Measurement.
  • Assess risk management systems problems and comply with market risk policies.
  • Oversee limits usage, excesses and risk procedures. 


  • Bachelor’s Degree in Finance, Economics, Accounting or related fields
  • At least 4 years’ experience working in Market Risk Analysis within banking/financial services, with working knowledge of FOREX, consumer and commercial banking products.
  • English communication and advance Excel literacy is required.
  • Skilled in VBA, Python, SQL and MUREX will be a plus.
  • Banking/ Financial services regulatory requirements and current regulatory developments.
  • Ability to request and/or collect relevant information, identify potential exposures/gaps, summarize conclusions, construct recommendations, present recommendations, collaborate on the design/testing/implementation of controls, and evaluate control results.

*Please be informed that only shortlisted candidates will be contacted.

Additional Information

Career Level
Entry Level
Years of Experience
1 year
Job Type
Full Time

Company Overview

Krungsri is a strategic member of MUFG Bank, Ltd. (MUFG Bank), a wholly-owned subsidiary of Mitsubishi UFJ Financial Group (MUFG) – Japan’s largest financial group and one of the world’s financial groups with the most varied financial services and products. As of the end of 2018, the Bank’s registered capital totaled 75,741 million baht, while our paid-up capital reached 73,558 million baht. Krungsri is Thailand’s fifth largest commercial bank in terms of assets, loans, and deposits.

We are passionate about meeting and acquiring talents. No matter who you are, gender, race, age, religion; We embrace all differences and diversity. Door of opportunities at Krungsri family are open for everyone who are looking to challenge themselves regardless of individual differences by using their best endeavors to achieve excellence and mutual success with us. That is our Krungsri DNA.

At Krungsri, employees are also considered as key stakeholders and valuable resources of the Bank. They play vital roles in driving the organization towards business targets and the organization is unlikely to achieve stability if its employees lack development. The Bank’s employees are also essential indicators of its directions and successes in the future.

Additional Company Information

Benefits & Others
Dental insurance, Education allowance, Five-day work week, Flexible working hours, Free shuttle bus, Gratuity, Life insurance, Medical insurance, Performance bonus, Work from home