Assistant General Manager, Market and Credit Risk Methodologies

1 day ago


Hong Kong, Hong Kong SAR China China CITIC Bank International Limited Full time

Responsibilities:

  • Day-to-day market risk, interest rate risk in banking book and counterparty credit risk management of the Branch.
  • Liaise with Head Office, support the estimation and reporting of ECL of the Branch.
  • Design and lead the conduct of regular stress test according to applicable requirements set out in SPM IC-5 and business scale of the Branch.
  • Conduct daily market risk and counterparty credit risk limits monitoring and control to support business activities of the Branch.
  • Participate in the system implementation for IRRBB measurement and reporting.
  • Prepare regular MIS reports and management report in relation to market risk, fair value measurement, IRRBB and counterparty credit risk of the Branch.

Requirements:

  • Degree holder in finance, risk management or related disciplines.
  • Minimum 8 - 10 years’ market experience in most of the risk management areas such as market risk, IRRBB, liquidity risk, counterparty credit risk, stress testing.
  • Sound knowledge in various risk types and treasury financial products.
  • Proficient in Chinese-writing and Mandarin-speaking.

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.


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