Senior Market Risk Management Officer

The Senior Market Risk Management Officer supports timely and accurate reporting and monitoring of Global Markets activities at UOB in Bangkok. Responsibilities include VaR and stress testing, monitoring trading exposures, computing regulatory market risk capital, implementing risk controls, and coordinating market risk issues with traders, Finance, Product Controllers, and Group Head Office counterparts.

The successful candidate should hold a bachelor’s degree in Finance, Economics, Mathematics, Statistics, or a related quantitative field. The role requires 3–6 years of market risk management experience within a financial institution, knowledge of derivatives and market dynamics, expertise in VaR, stress testing, and scenario analysis, and proficiency with tools such as Python, R, MATLAB, or Excel VBA. Basel III and IRRBB knowledge, strong analytical and communication skills, and good English and Thai are required.

Perform VaR and stress testing, including ICAAP and supervisory stress testing.

Monitor trading exposures and highlight key portfolio risks and high limit utilization.

Compute regulatory market risk capital and implement new regulatory market risk frameworks.

Implement controls and processes to support adherence to market risk policies and guidelines.

Act as a contact point for market risk issues with front-office traders, Finance, Product Controllers, and Group Head Office counterparts.

Bachelor’s degree in Finance, Economics, Mathematics, Statistics, or a related quantitative field; a master’s degree or CFA/FRM certification is highly preferred.

Minimum 3–6 years of market risk management experience within a financial institution, preferably in banking.

Strong understanding of financial products, derivatives, and market dynamics across asset classes.

Expertise in VaR, stress testing, scenario analysis, quantitative modeling, and statistical analysis.

In-depth knowledge of regulatory market risk requirements, including Basel III and IRRBB, plus strong analytical, communication, and presentation skills.

The Bank requires the checking and collection of criminal records for candidates to verify qualifications or disqualifications for the position under the Bank’s policy.