ตำแหน่ง Data Analytics, Market Risk Management

บริษัท ธนาคารยูโอบี

ที่อยู่บริษัท

เงินเดือน สำหรับสมาชิกเท่านั้น

ลักษณะงานที่ทำ
Data Analytics
- Power BI Sale and Distribution Dashboard development
- Data Quality Project

Risk Reporting / Analysis (Management & Regulatory Reporting)
- ICAAP Supervisory Stress Test: Develop spreadsheet, forecast financial factor shock with econometrics model
- Market Risk ALCO, Board Presentation, VaR Back Testing and Floating rate derivative related transaction report
- Analyze limit excess of option Profit and Loss grid base on Greek sensitivity
- Market Risk Supplementary report (ALM HQLA performance against Strategic portfolio)
- Holding Period Report & Analysis to ensure there are no trading intention in Banking book.
- Counterparty Valuation Adjustment (CVA) report and Analysis, Market Implied PD Model
- Operation Risk: KORI, KRCSA, Outsourcing review and Product Program Review
- Daily Treasury PL and Risk report, Daily Mark-to-Market FX derivative for mutual fund
- Implement Valuation reserve for FX/FX Forward, Interest rate and option

Risk Management Project
- Develop End User Computing (EUC) / System / Process by Excel VBA and SQL with Programmer
- BCBS Data Quality Project: Review Data Flow Diagram and Critical Data Element
- Market Risk Capital Proposal / Development / UAT: Duration Method and Contingent Loss (Scenario Approach)
- FRTB: BIS Market Risk Capital impact assessment (Basel III Market Risk Capital) spreadsheet.
- FX Pro-rata Forward and FX Time Option reserves provision Development / UAT
- Future Daily PL & Risk model validation.
- Develop & Testing Tradability/Limit/Mandate Template
- Murex Pre-scoping for Market Risk

ตำแหน่ง Tool Specialist, Configuration Manager

บริษัท IBM Solutions Delivery Co., Ltd. (IBMSD)

ที่อยู่บริษัท

เงินเดือน สำหรับสมาชิกเท่านั้น

ลักษณะงานที่ทำ
Tool Specialist
Support ClearQuest (Work-Flow Management Tool) and ClearCase (Software Configuration Management Tool) Design and implementation of Rational ClearQuest workflow and ClearCase as a secure repository. Maintenance of ClearQuest, ClearCase application and server. Provide advice and guidance or training on use of ClearQuest and ClearCase, Support mass firewall request

Configuration Manager
Review Deployment Document. Control all of the party to follow deployment process. Coordinate between Test environment Manager, Test Manager and Deployment Operation Team until the deployment done. Coordinate between counterparty of Firewall Request process. Coordinate between Vendor and Security KT operator to process LDAP Cognos user request process.

ตำแหน่ง Performance Attribution officer

บริษัท SCB Asset Management Co ,Ltd.(SCBAM)

ที่อยู่บริษัท

เงินเดือน สำหรับสมาชิกเท่านั้น

ลักษณะงานที่ทำ
Performance Report
- Build automation process and tool for mutual fund weekly and monthly report
- Auto-generate mutual fund performance report for weekly and monthly period represent to Management, fund manager and Investment Support team.
- Benchmark maintenance: Collect deposit rate of big 4 bank of Thailand and upload to data stream server






Risk Management System
- Ex-Post: Make an automation process and tool that calculate Absolute, Relative and regression statistical value of mutual fund net asset value and benchmark then generate mutual fund risk report.
- Ex-Ante: Work with risk management team to build automation process and tool that prepare portfolio input file for iRisk (Thai-BMA Risk Web-based application) from mutual fund daily portfolio. Do automation test to validate and verify portfolio input file by upload it to iRisk web. Prepare risk factor of equity and government bond to be calculate as portfolio risk
- Ad-hoc work: Help other teams to converse manual work process to be automation work process by use VBA, Mouse Robot and Dos Batch. Create Mutual fund Order management UAT Test case (Quantitative testing) for the vender presentation.
- Do mutual fund quantitative research follow management request.

ประสบการณ์ทำงานอื่นๆ
Test Engineer (06/2553 – 02/2554)
Wipro (Thailand) Company Limited
Design and run test cases for Kasikorn Bank Banking system (Direct Debit, ESSP, LPM-TRK). Develop Excel Visual basic for application tool (VBA) tool for man hour reduction.
- Use CQ (Clear Quest) to do Change requests (CR)
- Use CC (Clear Case) Software Configuration Management (SCM)
- Upload test cases to QC (HP Quality Center) for Test management
- Support marketing user to understand how to use and test application for further User Acceptance Test (UAT) process preparation
- Execute test scenarios, Analysis test result, Make test report, Bug logging, discuss with developer and Retest.
- Create Excel Visual basic for application (VBA) tool reduce work process reduction that are LogFileSeparator, TestDataValidation Generator, MasterTestPlan_TestScenario Mapper, Test case filter tool and Test case generator
- Data Mapping; map data with test cases for test execution process


Software Engineer (04/2551 – 05/2553)
Toyota Tsusho Electronics (Thailand) Co., Ltd (TTET)
Directed a team of automotive software development to implement and test ECU program (with C language on Renesas Microcontroller) which control motors in hybrid car.
- Create Functional and Unit design document for implementation process
- Create Test specifications to be inputs of Unit Testing and Integration testing
- Use Tortoise svn to maintain design document (Software configuration management)
• Do Unit testing and Functional testing, analyze test result both analog signal I/O of hardware and numerical data of software. Next, identify if it is bugs/defects or what are causes of bugs/defects then make testing reports
• Develop helping tools for unit and integration testing to reduce work process follow Kaizen concept.

สถาบัน Microsoft

หลักสูตร Microsoft Professional Program Data Science Certificate

สถาบัน จุฬาลงกรณ์มหาวิทยาลัย

หลักสูตร UOB Leadership Programme Level I

สถาบัน Linkedin Learning

หลักสูตร Become a Data Analytics Specialist