Manager, Market Risk & Liquidity Modeling

China CITIC Bank International Limited
Hong Kong, Hong Kong
Aug 28, 2017
Sep 01, 2017
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time

• Involve in daily risk reporting and risk analysis
• Take part in the improvement of reporting methodologies to effectively communicate market, liquidity, interest risk and fair value analysis to senior management
• Work closely with business units on their daily activities and in the development of new products and business initiatives
• Join the development of new risk management infrastructure including specification of requirements, prototyping and UAT process
• Participate in the implementation of enhanced risk management framework to ensure risks are holistically measured
• Involve in the revision of existing risk policies to ensure they are in compliance with regulatory and market standard
• Collaborate with other support functions such as Credit Risk Management, Finance, Middle-Office, Legal & Compliance, IT and those of overseas offices in different risk matters



• University degree holder in finance, risk management, engineering and/or quantitative or related disciplines
• Qualifications in FRM and/or CFA will be an advantage
• Minimum 3-5 years' work experience in risk management methodology, market risk, credit risk, liquidity risk, model validation and/or fair value in banks
• Experienced in fixed income, interest rate, FX, treasury and/or associated derivatives for investment banking, commercial banking and/or retail banking
• Working knowledge in visual basic, SAS and other programming languages and databases will be a plus
• Strong communication skills, able to work independently, creative and up for challenges
• Good command of both written and spoken English and Chinese (including Putonghua)
• Candidates with less experience will be considered for an Assistant Manager position