Assistant General Manager, Market Risk and Liquidity Modeling
- Employer
- China CITIC Bank International Limited
- Location
- Hong Kong, Hong Kong
- Salary
- Negotiable
- Closing date
- Jan 20, 2021
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Accountabilities
Requirements
- Provide liquidity risk management, interest rate risk management and related model validation and analytics support
- Perform daily / on-going risk reporting, analysis, stress testing and contribute to the continuous improvement of the reports in order to effectively communicate liquidity and interest risk to senior management and committees
- Participate in IRRBB, Initial Margining and/or other regulatory related works
- Work closely with business on their daily activities and development of new products and business initiatives
- Participate in the implementation of enhanced risk management framework to ensure risks are holistically measured
- Take lead on the revision of existing risk policies and documentations to ensure compliance with regulatory and market standard
- Provide specification of user requirements and prototyping and perform User Acceptance Test in the development of new risk management infrastructure
- Identify areas of improvement to simplify work process, thereby increasing efficiency and effectiveness, delivering more quality information for decision making and reducing audit findings and operational incidences
- Lead a small team by providing training and coaching to allow growth and success
Requirements
- Degree holder in finance, risk management, engineering, quantitative or related disciplines
- Minimum 10 years' market experience in most of the risk management areas such as liquidity risk and interest rate risk, with at least 5 years' in managerial level
- Solid knowledge in risk management governance and framework including policy designs and enhancement, limit assessment, limit approval etc.
- Good understanding on the features and benefits of fixed income, interest rate, FX, treasury and/or associated derivative products for investment banking, commercial banking and/or retail banking
- Prior experience in areas of improvement to simplify work process, increasing efficiency and effectiveness, delivering more quality information for decision making and reducing audit findings and operational incidences
- Sound knowledge in statistical and quantitative analysis.
- Professional Qualification like CSTMP, FRM, CFA, ACCA is treated as a plus
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