Key Responsibilities
- Support day-to-day management of market risk management including monitoring and reporting of risk positions, PnL under both trading and banking books;
- Conduct VaR, PnL attribution and exception analysis;
- Maintain market data and curves for daily fair valuation control and monthly IPV process;
- Analyze the market risk profile and prepare regular meeting materials for risk management committees review;
- Review and maintain relevant risk management policies and procedures;
- Take lead to drive efficiency through identifying areas of improvement to simplify work process;
- Support risk and other ad-hoc analytics tasks in respect to requests from regulatory bodies and/or management.
Requirements
- Degree holder in Quantitative Finance, Risk Management Science, Finance, Accounting or related disciplines;
- 8 - 10 years relevant working experience in relevant field (candidates with less experience may be considered for the post of AVP);
- Sound knowledge in product control / valuation risk control / market risk management;
- Experience in VBA, SQL, Python, R is a definite advantage;
- Familiar with Bloomberg, Reuters System; Experience in Murex system is a plus;
- Professional Qualification in CSTMP, FRM, CFA is a plus;
- Analytical, self-motivated, detail-minded, organize and able to work independently;
- Good command of written and spoken English and Chinese (including Putonghua).
For more details about career opportunities with the Bank, please visit our website http://www.cncbinternational.com/careers/en/index.jsp. Please apply with full resume stating current and expected salaries via https://careers.cncbinternational.com.
Personal data collected will be used for recruitment related purposes only. Applicants not invited for interview within 6 weeks may consider their applications unsuccessful. However, applicants may be considered for other suitable positions within the Group for a period of not more than 2 years. Personal data will be destroyed at any time after 3 months.
China CITIC Bank International is committed to being an equal opportunities employer and intends to provide a work environment free of unlawful discrimination or harassment. All employment decisions will be made in a non-discriminatory manner.