Head of Market Risk Head of Market Risk …

China Construction Bank (Asia) Corporation Limited
in Hong Kong
Permanent, Full time
Last application, 14 Apr 21
Competitive remuneration package
China Construction Bank (Asia) Corporation Limited
in Hong Kong
Permanent, Full time
Last application, 14 Apr 21
Competitive remuneration package
Posted by:
Sylvia Leung • Recruiter
Posted by:
Sylvia Leung
Recruiter
To manage the market risk function of the Bank which covers market risk, interest rate risk in Banking book, and liquidity risk.

Job Descriptions

  • Supervise the Market Risk team in:
  1. Setting up the risk framework for managing Market Risk, Banking Book interest rate risk and liquidity risk of the Bank.
  2. Setting of various policy and operational risk limits
  3. Performing limit monitoring
  4. Performing stress testing and VaR calculation
  • Support all risk reporting to the board-level Risk Committee and Executive Committee, ALCO, and the Risk Management Committee
  • Actively participate in the 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 on risk related matters within the scope of the team

Requirements

  • University degree in a quantitative discipline such as quantitative risk management, statistics, and information technology
  • Minimum of 10 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
  • Strong interpersonal and communications skills
  • Strong command of spoken and written English and Chinese (including Putonghua)
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