• Measure absolute risk and relative risk, including volatility, VaR, tracking-error, Sharpe ratio, information ratio, and controlling them within limits
• Develop tools and methodology for stress testing
• Review and propose risk management policy and framework i.e. Market Risk, Credit Risk, Liquidity Risk, Operational Risk and others related for each fund types/portfolios
• Actively monitor, update and analyze all regulatory changes with related to Asset Management business
• Provide risk reporting & analysis and provide understanding of risk within portfolios and ways to mitigate them, and optimize risk-return ratio
• Ensure the risk reports are accurate and timely reported to management, relevant parties and comply with all related regulators’ requirements
บริษัท หลักทรัพย์ เมอร์ชั่น พาร์ทเนอร์ จำกัด (มหาชน)
