Job ref no.: 116110/KC
China CITIC Bank International Limited

Assistant Vice President (Team Head), Treasury Middle Office

China CITIC Bank International Limited

Job Purpose

  • Lead and oversee the Middle Office Team in managing PnL attributions, MIS, balance sheet management, transfer pricing, static data maintenance and operation control to support Treasury and Markets business


  • Manage daily, weekly and monthly PnL attributions, reconciliation, control and analysis with business, specialized in FX, interest rate, derivative, fixed income, debt capital market and funding pool
  • Run and analyze the mark to mark of the portfolio, risk positions, PnL substantiation and commentaries on PnL drivers to front office and senior management
  • Perform operation risk control and monitoring, including credit and market risk exception reporting
  • Maintain static data including products, portfolio, customer record, valuation curve and bond definition etc
  • Liaise and partner with front office Central Treasury Unit and Finance Team to resolve balance sheet reconciliation, internal funding pool and transfer pricing issue
  • Liaise and partners with various functions such as front office, settlement, business managers and finance supporting business new initiatives and provide recommendation


  • Degree holder or above, preferably with CFA or FRM
  • Minimum 10 years’ experience in middle office and product control supporting the treasury trading desk and central treasury unit with at least 3 years in managerial level
  • In-depth knowledge of treasury and global markets products including derivatives, FX, MM, fixed income and debt capital market
  • Good understanding in operational risk and settlement functions
  • Good analytical and people management skills
  • In-depth knowledge of different valuation models, GREEK factor, CVA, DVA, IPV, maturity lender, booking model and knowledge of Murex and Oracle OFSAA system
  • Good command of written and spoken English and Chinese (Putonghua)

For more details about career opportunities with the Bank, please visit our website ; Please apply with full resume stating current and expected salaries email to [via CTgoodjobs Apply Now ]

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.

More job information
Job ref no. 116110/KC (CT3113782-01#0269)
  • N/A
Job Function
  • Tsimshatsui
Employment Term
  • Full-time
  • 10 years
Career Level
  • Senior management level
  • Degree