Vice President, Market Risk - Risk Management

  • Negotiate
  • Hong Kong
  • Permanent, Full time
  • China Construction Bank (Asia) Corporation Limited
  • 18 Mar 19

China Construction Bank (Asia) Corporation Limited [“CCB (Asia)”] is the comprehensive and integrated commercial banking business platform of China Construction Bank Corporation in Hong Kong. Currently, CCB (Asia) has over 50 outlets in Hong Kong and offers a wide array of banking products and services to customers, including consumer banking services, commercial banking services, corporate banking services, private banking services, treasury business and cross-border financial services, etc. We’re inviting high caliber professionals to share our vision and mark our success together.

Responsibilities:

  • 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 graduate or above
  • Minimum of 8 years' experience in market risk / interest rate risk management
  • Qualification for Enhanced Competency Framework on Treasury Management is preferable.
  • Sound knowledge in Treasury products
  • Experience in dealing with local regulators, internal / external audit preferred
  • Good command of both English and Chinese (including Putonghua)