Job Purpose
The job holder is responsible for assisting the Treasury Risk Management Head in the overall market risk management, model validation and fair value functions for the Bank.
Key Responsibilities
-
- Be responsible for day-to-day market risk management including control and analytics support.
- Work closely with business on their daily activities and development of new treasury products and business initiatives.
- Manage the regular market risk reporting, analysis, stress testing and market risk RWA calculation.
- Lead the maintenance and regular validation of quantitative models.
- Lead the review and enhancement of existing market risk management policies and documentations.
- Prepare management reports to senior management and risk committees for market risk matters.
- Provide coaching to team members.
Requirements
-
- Degree holder in quantitative finance, risk management, engineering, quantitative or related disciplines.
- Minimum 8-10 years of relevant experience, with people management experience is preferred.
- Solid knowledge in market risk management governance and framework including policy enhancement, daily control, limit assessment, limit approval and etc.
- Sound understanding of features of fixed income, interest rate, FX, treasury and/or associated derivative products.
- Sound knowledge in statistical, quantitative analysis and derivatives pricing model.
- Murex system experience is a plus.
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.
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.