This job has expired

You will need to login before you can apply for a job.

Assistant General Manager, Treasury Risk Management (Counterparty Credit Risk)

Employer
China CITIC Bank International Limited
Location
Hong Kong, Hong Kong
Salary
Competitive
Closing date
Feb 2, 2024

View more

Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities:
  • Lead the team to enhance, plan and implement the counterparty credit risk management framework of the Bank
  • Perform regular CCR monitoring and reporting including limit review, stress testing, concentration analysis, wrong way risk assessment etc.
  • Support business initiatives and new product risk assessment for treasury related products from counterparty credit risk perspective
  • Support CCR risk weighted assets calculation and reporting
  • Monitor the bond investment in banking book of the bank regularly
  • Review and recommend debt capital market's risk-taking transactions from market risk perspective
  • Analyze the risk profile of CCR and bond investment in banking book and prepare regular meeting materials for risk management committee's review
  • Review and maintain relevant risk management policies and procedures
  • Support risk and other ad-hoc tasks as assigned
  • Handle enquiries from regulator or auditors and follow up to rectify any findings

Requirements:
  • Degree holder in Finance, Risk Management Science, Financial Engineering or related disciplines
  • Minimum 8- 10 years of relevant experience
  • Familiar with regulatory requirements including SACCR, CVA, CR-G13, CR-G-14
  • Good understanding on ISDA, CSA, initial margin and variation margin standards
  • Strong product knowledge in derivatives and structured products
  • Familiar with SAS, C# is a definite advantage
  • Analytical, self-motivated, detail-minded, organize and able to work independently
  • Good command of written and spoken English and Chinese (including Putonghua)

For more details about career opportunities with the Bank, please visit our website http://www.cncbinternational.com/careers/en/index.jsp. Please apply with full resume stating current and expected salaries via https://careers.cncbinternational.com.

Personal data collected will be used for recruitment related purposes only. Applicants not invited for interview within 6 weeks may consider their applications unsuccessful. However, applicants may be considered for other suitable positions within the Group for a period of not more than 2 years. Personal data will be destroyed at any time after 3 months.

China CITIC Bank International is committed to being an equal opportunities employer and intends to provide a work environment free of unlawful discrimination or harassment. All employment decisions will be made in a non-discriminatory manner.

Sign in to create job alerts

Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.

Create alert