Manager / Senior Manager, Market Risk & Liquidity Modeling
- Hong Kong
- Permanent, Full time
- China CITIC Bank International Limited
- 29 Sep 16
Support the activities for liquidity and interest rate risk management and control, including limit monitoring, stress test production, policies and procedures development and methodologies validation
- Support the activities for liquidity and interest rate risk management and control, including limit monitoring, stress test production, policies and procedures development and methodologies validation
- Participate in system implementation, modeling scenario design and analysis, and documentation
- Assist in risk management framework enhancement including methodology, policies and procedures.
- Participate in ad hoc activities e.g. Contingency Funding Plan or Recovery Plan
- Support the assurance for regulatory compliance
- Degree holder in Risk Management, Finance, Accounting, Economic or related disciplines. Advanced degree, CFA and FRM will be an advantage
- Minimum 7 years of working experience in financial industry in which 3 years related to asset and liability in bank
- Familiar with banking products including loans, deposits and treasury products with strong quantitative skills in asset and liability management
- Familiar with the HKMA requirements for liquidity risk and interest rate risk management
- Knowledge in programming languages and databases including VBA, Access, or SAS
- Good analytical and communication skills, and able to work under pressure
- Good command of written & spoken English and Chinese (including Putonghua)
*Candidate with less experience will be considered as Manager, Market Risk & Liquidity Modeling.
If you think you can meet the challenge, please send us full resume with current and expected salaries via https://careers.cncbinternational.com or e-mail to firstname.lastname@example.org. For more details about the above job responsibilities and requirements, please visit our web site http://www.cncbinternational.com/careers/en/index.jsp.
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.