Industrial and Commercial Bank of China (Asia) Ltd

Officer to Deputy Manager, Market Risk, Risk Management Department

Industrial and Commercial Bank of China (Asia) Ltd

Job Responsibilities

  • Design, plan and implement the market risk management framework to ensure market risk in the bank is adequately and appropriately managed under the supervision of market risk head
  • Perform market risk monitoring and stress testing for trading book portfolio and banking book FX and commodity portfolio.
  • Review market risk related policies, procedures and limits.
  • Draft management reports for market risk and present to relevant committees.
  • Maintain active working relationship with internal stakeholders to ensure risk and control issues are identified and addressed
  • Conduct investigations into market risk issues including data, system and model
  • Participate in various market risk related projects and treasury system enhancement projects, including FRTB.
  • Provide assistance in new product review, regulatory examination, external/internal audit tasks

Job Requirements

  • Bachelor Degree or above with major in Finance / Financial Engineering / Risk Management / Quantitative Finance is preferred
  • FRM or CFA is a plus
  • More than 3 years of professional work experience in financial services preferred
  • Work independently and proficient in Excel / Access for large/complex data analysis, and Powerpoint / Word for presentation
  • Proficient in spoken and written English and Chinese (including Mandarin) is a must
  • Candidates with less experience will be considered as Officer or Senior Officer
More job information
  • 5-day week
  • Medical plan
Job Function
Work Model
  • On-site / At the workplace
Employment Term
  • Permanent
  • Full-time
  • 3 years - 8 years
Career Level
  • Non-management level
  • Degree