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China CITIC Bank International Limited

Vice President, Interest Rate Risk & Liquidity Modeling

China CITIC Bank International Limited Hong Kong
Posted 5 days ago In-Office Job Permanent Competitive
O
Posted by
Omi Hui
Recruiter

Responsibilities:

  • Assess and monitor liquidity risk exposures and risk metrics on a regular basis, identify and measure liquidity risk factors and potential impacts to the Bank;
  • Conduct regular liquidity stress testing and review the appropriateness of the assumptions to assess the potential cash flow impact and intraday liquidity risk profile of the Bank;
  • Conduct quantitative behavioral analysis of the exposures relevant to liquidity risk, monitor the performance of the models and suggest enhancement where necessary;
  • Review and maintain relevant risk management policies and procedures
  • Provide timely and accurate reports to senior management;
  • Support risk and other ad-hoc analytics tasks in respect to requests from regulatory bodies and/or management;
  • Provide guidance to junior team members.

Requirements:

  • Degree holder in Finance, Accounting, Risk Management or related disciplines;
  • 8 - 10 years relevant working experience in relevant field;
  • Sound understanding of regulatory requirements in respect of liquidity risk management and methodologies;
  • Experience in SAS is a must, knowledge in other programming language such as Python, VBA is a definite advantage;
  • Professional Qualification in FRM, CFA is a plus;
  • Analytical, self-motivated, detail-minded, organize and able to work independently;
  • Good command of written and spoken English and Chinese (including Putonghua).

Candidates with less experience will be considered as Assistant Vice President

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.

Job ID  116532/IF
ABOUT COMPANY
Hong Kong
Retail Banking
China CITIC Bank International Limited ("CNCBI"), a major offshore platform of commercial banking business of the CITIC Group, is 75%-owned by CITIC I...
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