Krungsri Bank (Bank of Ayudhya PCL.)

Market Risk MIS Manager

Krungsri Bank (Bank of Ayudhya PCL.)
Salary provided
Posted on 23 Feb 2021

Market Risk MIS Manager

Krungsri Bank (Bank of Ayudhya PCL.)

Job Highlights

  • Market Risk Exposure Monitoring, Market Data
  • MUREX, Pyramid Sphinx, Option Analyzer,
  • Equity, Interest Rate Future, Bond Future System

Job Description

Responsibility;

  • Collaborate with concerned parties to make the proper configuration to the business and at the same time ensure that the risk is properly captured and monitored through the appropriate configuration.
  • Prepare and ensure that the liquid and reasonable market price is updated into the Trading Systems.
  • Liaison with IT and vendor to resolve the technical problem caused by the risk management system.
  • Regularly review the risk ceiling to reflect the market conditions.
  • To conduct and validate the Market Data to be used for MtM validation
  • To monitor the issuer limit, transaction limit and transaction term limit.
  • To conduct and monitor the Off-Market Price Checking and Analysis on the Treasury Products
  • To conduct the rate submission review.
  • To conduct the daily operation of the Treasury Front Systems i.e. Pyramid Sphinx, Option Analyzar, Equity System, Interest Rate Future and Bond Future System, and MUREX system.
  • To support the Head of the Section and Department on preparing the ad-hoc task
  • More stringent rules and requirements such as Rate Submission Checking, Volker Rule etc. from both BOT and JFSA for the market related business of the bank
  • More varieties of products, market data and treasury Front Office system to be involved.
  • Follow up on news and assess the impact on banking transactions and report potential risks to the management.

Qualification;

  • Bachelor’s / Master’s degree in Business Administration, Finance, Accounting, Economics or related fields
  • Experienced in market risk management in financial institution at least 5 years
  • Strong knowledge in banking and finance business, market risk management in finance/ banking sector, risk policy framework and model
  • Computer proficiency e.g. VBA in Excel, capable of handling communication in English and strong analytical skill

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

Additional Information

Career Level
Middle
Qualification
Degree
Years of Experience
1 year
Job Type
Full Time, Permanent

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, Five-day work week, Flexible working hours, Free shuttle bus, Gratuity, Life insurance, Medical insurance, Work from home