Market Risk Professional Market Risk Professional …

China Construction Bank (Asia) Corporation Limited
in Hong Kong
Permanent, Full time
Last application, 15 Jun 21
Competitive remuneration package
China Construction Bank (Asia) Corporation Limited
in Hong Kong
Permanent, Full time
Last application, 15 Jun 21
Competitive remuneration package
Posted by:
Sylvia Leung • Recruiter
Posted by:
Sylvia Leung
Recruiter
To monitor Trading Book Market Risk and Banking Book interest rate risk in a professional & timely manner

Job Descriptions

  • Monitor Trading Book Market Risk and Banking Book interest rate risk
  • On-going review policies to ensure the compliance of requirements (including stress test review and limit review)
  • Prepare risk monitoring reports and explain to senior management on the risk changes
  • Perform regular and ad hoc analysis on various risk indicators (e.g. BPV, CS01, NOP), VaR and stress testing
  • Prepare and present risk analysis report and proposal for Management and / or Committee members
  • Perform system UAT and handle system upgrading and migration projects
  • Ensure full compliance to the internal and external audits and risk assessments
  • Participate in latest projects including IBOR reform and FRTB
  • Participate in implementation and launch of new treasury and investment products by establishing and refining risk control policy and procedures
  • Liaise with internal and external audit and local regulatory bodies

Requirements

  • University degree holder in business or related disciplines
  • Minimum 5 years’ market risk related experience
  • Good knowledge on latest new Treasury products
  • Experience in implementing Basel related projects
  • Experience in dealing with internal and external audit and local regulatory bodies is preferred
  • Good knowledge on Excel & VBA
  • Good command of both English and Chinese (including Putonghua)
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