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Job Description
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Perform periodic and ad-hoc tasks for fund performance and risk reporting using pre-specified performance attribution and risk models.
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Setup portfolio benchmark when there are new portfolio and benchmark revision and ensure that the benchmark is calculated correctly
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Quantify and analyses performance and risk measures including Value-at-Risk (VaR), Tracking Error, Risk-Adjusted Return, as well as conduct portfolio backtesting
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Conduct and analyze Stress Testing scenarios useful for investment management process.
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Continuously improve workflow processes for data extraction, validation, quantification, and data analysis.
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Research, implement or develop quantitative tools and maintain required numerical data as being assigned.
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Ensure compliance with rules and regulations established by SCB, SEC, BOT as well as internal rules and external regulations related to Asset Management business.
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Monitor and review risk dashboard reported to risk management committee.
Qualifications:
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Master's Degree in Finance, Economics, Financial Mathematics, Financial Engineering, Computer Science, Risk Management, or related fields.
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Minimum 2 years of experiences in Investment Management, Risk Management, or related field would be an advantage.
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Experienced in using investment related systems such as Bloomberg, BarraOne, Factsets, Morningstar would be an advantage.
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Possess knowledge in fixed-income and derivatives would be an advantage.
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Strong analytical skills and quantitative skills with ability to handle intensive numerical data.
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Advanced skills in computer programming i.e. VBA, PowerBI, Python, SQL, R would be a plus.
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Self-Motivated, Proactive, Well Organized and Ability to work under pressure.
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Ability to handle multiple assigned tasks at a time while still paying attention to details.
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Good communication, presentation and writing skills.
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Good command in both spoken and written in English
We're committed to bringing passion and customer focus to the business.
If you like wild growth and working with happy, enthusiastic over-achievers, you'll enjoy your career with us.
Top Skills
What We Do
Siam Commercial Bank was established by royal charter on January 30, 1907 as the first Thai bank. During its more than 110 years in business, the Bank has played a leading role in providing the financial services needed in Thailand, developing deep expertise.
Today, SCB is a leading universal bank, offering deposits and lending and a wide range of other products and services, to meet the needs of all customers. Our retail services include home loans, personal credit, car hire purchase, credit cards, ATM cards, debit cards, currency exchange facilities and overseas remittances as well as investment and insurance products. For corporate and SME customers, the Bank offers cash management-related services, lending products, international trade financing, treasury products, debt and capital market products, corporate advisory, investment banking and other services. Our services are backed by our extensive banking network and continual pursuit of technological innovation. In addition, the Bank's SCB Group includes three major subsidiaries that provide specialized financial services: SCB Securities, SCB Asset Management and SCB Life Assurance.
Under the vision to serve as "The Most Admired Bank,” SCB has established a strategic plan called SCB Transformation, designed to dramatically upgrade the Bank's infrastructure and enhance its long-term competitiveness. This transformative plan responds to rapid change in the financial services industry, which is being reshaped by digital technology, regulatory change and new consumer behavior. Following this strategic plan's "Going Upside Down" approach, the Bank will transform its business model and thinking throughout its human resources, work processes, products and technology, enabling breakthrough performance and creating sustainable value for our customers and society
