(Assistant) Vice President, Treasury Risk Management

China CITIC Bank International Limited; Hong Kong; Sur place; HKD 900 000 - 1 400 000; Plein temps

Résumé du poste

China CITIC Bank International Limited in Hong Kong invites applications for a Vice President, Treasury Risk Management. The role focuses on supporting day-to-day market risk management or fair value activities, including risk monitoring, limit control, valuation and reporting, with collaboration across treasury transactions and new product initiatives.

The candidate should have 5–8 years of risk management experience in market risk, product control or treasury risk management, and a strong

Qualifications

• Degree in finance, risk management, quantitative finance, engineering, mathematics or related disciplines.
• Minimum 5-8 years of risk management experience in market risk, product control or treasury risk management.
• Experience in market risk, valuation or product control and knowledge of fixed income, FX or derivatives.

Responsabilités

• Support day-to-day market risk management or fair value activities, including risk monitoring, limit control, valuation and reporting.
• Work closely with business and relevant stakeholders on treasury transactions, new products and business initiatives.
• Perform risk analysis, valuation review, P&L attribution and IPV, where applicable.
• Review and enhance risk/ valuation controls, procedures and documentation.
• Participate in the preparation of management reports for senior management and risk committees.

Connaissances

Risk management

P&L attribution

IFRS/valuation

Python

Formation

Finance/ risk management/ quantitative finance/ engineering/ mathematics

Outils

Python

VPA

Description du poste

(Assistant) Vice President, Treasury Risk Management

The job holder is responsible for supporting the market risk management or fair value functions for the Bank. Depending on the experience and capabilities of the candidate, he/she would be assigned to some of the following areas:

Responsibilities

Support day-to-day market risk management or fair value activities, including risk monitoring, limit control,valuation and reporting.

Work closely with business and relevant stakeholders on treasury transactions, new products and business initiatives.

Perform risk analysis, valuation review, P&L attribution and IPV, where applicable.

Review and enhance risk/ valuation controls, procedures and documentation.

Participate in the preparation of management reports for senior management and risk committees.

Requirements

Degree holder in finance, risk management, quantitative finance, engineering, mathematics or related disciplines.

Minimum 5-8 years of risk management experience in market risk/ product control/ treasury risk management.

Experience in market risk/ valuation/ product control.

Sound understanding of features of fixed income, interest rate, FX, treasury and/or associated derivative products.

Good programming tools such as VPA and Python is a plus.

Murex system experience is an advantage.

Professional Qualification such as FRM, Certified Treasury Management Professional (CTMP) is preferred.

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.