Senior Manager, Market Risk, Risk Management

Country of Location:

Job Responsibilities:

• Ensure all material market risks are identified, measured, managed and controlled prudently, including the development, implementation and improvisation of market risk methodologies, framework and systems, working closely with local Treasury staff and the Head Office Risk team

• Evaluate daily trading and investment activities, including marked to market, value-at-risk as well as market risk capital usage and exposures

• Monitor and control market risks in accordance to the risk framework and policies as set forth by Singapore Branch and Head Office

• Evaluate, summarize and prepare reports for market risk exposures, assessment and controls including stress testing, for the Head of Risk, Singapore ALCO and Head Office on a timely basis

• Project management for market risks projects in close coordination with the Singapore office, Head Office and where required, Parent office in China.

• Provide support for regulatory compliance and reporting to the Monetary Authority of Singapore (“MAS”) and the Hong Kong Monetary Authority (“HKMA”)

• To perform assignments from time to time as required by management

AML/CTF Responsibilities• Support frontline and adhere to anti-money laundering / counter terrorist financing requirement and sanction risks controls in accordance with regulatory standards and CNCBI policies.

Requirements:

1. Education Qualification• Degree Holder in Finance, Applied Finance, Mathematics, Risk Management, Statistics, Business Administration or related disciplines with advanced degree being a plus

2. Working Experiences• At least 4 years in market risk management/quantitative analysis in a financial institution or in a consulting capacity

3. Professional Qualification / HKMA Enhanced Competency Framework Qualification / Professional Examination / License• N/A

4. Business Knowledge• Sound knowledge/experience in trading, market risk methodologies, securities and derivatives valuations and methodologies, and structured products• Knowledge/experience in asset and liability management• Good knowledge of VBA, Bloomberg and familiarity with Murex

Information :

• Company : China CITIC Bank
• Position : Senior Manager, Market Risk, Risk Management
• Location : Hong Kong
• Country : HK