Vice President, Market Risk

Full-time
Senior (6-10 years)

Posted 

Technical Skills

  • External Audit
  • Internal Audit
  • Market Risk
  • Risk Analysis

Job Description

Vice President, Market Risk

Location: Hong Kong

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)

Employment TypeFull-time
Career LevelSenior (6-10 years)
Education LevelBachelor
LanguageEnglish
China Construction BankFinancial Services, Retail and Commercial Banking

28/F, CCB Tower, 3 Connaught Road Central, Central, Hong Kong

directions_walk7 mins walk from Central Station