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Posted on 2022-09-28
China Construction Bank (Asia) Corporation Limited

Interest Rate Risk (Banking Book) Professional

China Construction Bank (Asia) Corporation Limited

Main Responsibilities

  • Develop and enhance IRRBB management framework (including policies and procedure, risk appetite, limit setting and stress testing). Ensure the compliance with regulatory requirements and the Bank/Group policies.
  • Develop and improve IRRBB risk measurement methodologies and risk analytical/behavioural models.
  • Prepare and present relevant IRRBB management materials for ALCO, EC, RMC, RC and other senior management committees.
  • Monitor and analyse day-to-day risk monitoring reports. Perform ad hoc analysis as and when required.
  • Assist in the implementation of new regulatory standards. Prepare user requirements and conduct UAT in system projects.
  • Liaise with local regulatory bodies and internal audit.

Requirements

  • University degree holder in business, risk management or related disciplines.
  • Qualification for Enhanced Competency Framework on Treasury Management is preferable.
  • Professional qualification in HKICPA, ACCA, FRM or equivalent will be an advantage.
  • Experience in banks or financial institution, experience in asset and liability or interest rate risk management will be an advantage. Candidates with more experience will be considered for Vice President position
  • Sound knowledge in financial analysis, asset & liability management models and regulatory requirements.
  • Basel III related implementation experience and knowledge in IRRBB.
  • Experience in dealing with local regulators, internal / external audit.
  • Good command of both English and Chinese (including Putonghua).

Applicants who are not contacted within 8 weeks may consider their applications unsuccessful and their personal data will be retained by the bank for a period up to two years.

All information provided by applicants will be used for recruitment purposes only and will be used strictly in accordance with the bank’s personal data policies, a copy of which will be provided upon request.

More job information
Salary
Job Function
Industry
Employment Term
  • Full-time
Experience
    N/A
Career Level
  • Non-management level
Education
  • Degree