Posted on 2022-06-22
China Construction Bank (Asia) Corporation Limited

Market Risk Professional

China Construction Bank (Asia) Corporation Limited

Main Responsibilities 

  • Participate heavily in Basel 3 Fundamental Review of Trading Book project
  • Perform regulatory gap analysis between various regulators, such as HKMA and CBIRC
  • Act as the overall project manager of the FRTB project with external parties
  • Involve in policy review, user requirements and system enhancement communication with system development team
  • Contribute to improve / review the existing market risk management procedures or policies, communicate with internal or external auditors, regulator and Head Office to resolve the assigned projects
  • Perform stress testing, review methodology and result
  • Liaise with front to back office to drive different market risk tasks
  • Perform counterparty credit risk analysis

Requirements 

  • University degree holder in business or related quantitative disciplines.
  • Good working knowledge of respective regulators and/or statutory policies related to Banking.
  • Excellent analytical skill, independent and detail-oriented.
  • Project management experience is essential.
  • Good knowledge on financial modeling, data analysis with good command of VBA Macro
  • 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.