Job ref no.: M/MR/CT
China Construction Bank (Asia) Corporation Ltd

Manager, Market Risk - Risk Management (Ref No.:M/MR/CT)

China Construction Bank (Asia) Corporation Ltd

Main responsibilities:

  • Participate in the implementation of Internal Model Approach (IMA) project
  • Prepare policies to comply with the IMA requirements (including Stress test review, limit review)
  • Monitor Trading Book Market Risk and Banking Book interest rate risk
  • Prepare risk monitoring reports and explain to senior management on the risk changes
  • Perform regular and ad hoc analysis on various risk indicators (eg, BPV, CS01, NOP etc), VaR, and stress testing
  • Prepare and present risk analysis report and proposal for Management / Committees
  • Perform system UATs and handle system upgrade and migration projects
  • Ensure full compliance to the internal and external audits and risk assessments
  • Participate in latest Basel projects, including IRRBB and FRTB
  • Participate in implementation and launching of new treasury and investment products, and establishing / refining risk control policy and procedures for such products
  • Liaise with local regulatory bodies and internal audit

Requirements:

  • University degree holder in business or related disciplines
  • Sound Knowledge in Treasury products
  • Basel II related implementation experience and knowledge preferably on advanced approaches to Market Risk (IMA)
  • Experience in dealing with local regulators, internal / external audit preferred
  • Good command of both English and Chinese, including Putonghua

To apply, please send your detailed resume stating present and expected salary to one of the following channels:-

By Email: [via CTgoodjobs Apply Now ]

By Fax: 2526 8181
 

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
Job ref no. M/MR/CT (CT3114305-01#0218)
Salary
  • N/A
Job Function
Industry
Location
  • Kowloon Bay
Employment Term
  • Permanent
  • Full-time
Experience
  • 2 years - 4 years
Career Level
  • Non-management level
Education
  • Degree