Senior Market Risk Lead – Analytics & Governance

China CITIC Bank International Limited; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

China CITIC Bank International Limited is a growing financial institution seeking an experienced Senior Market Risk Manager to oversee daily market risk governance in a fast-paced banking environment.

You will work closely with treasury and front office teams to assess risk, run stress tests, validate models, and prepare concise reports for senior management and risk committees. A strong background in derivatives pricing and Murex is preferred.

Qualifications

• Degree in quantitative finance, risk management, engineering or related fields.
• 8–10 years of relevant experience with people management preferred.
• Solid knowledge of market risk governance, policy enhancement and daily controls.
• Strong understanding of fixed income, interest rates, FX and derivatives.
• Proficient in quantitative analysis and derivatives pricing concepts.
• Experience with Murex is a plus.

Responsibilities

• Responsible for day-to-day market risk management including control and analytics support.
• Collaborate with business on daily activities and development of new treasury products.
• Manage regular market risk reporting, analysis, stress testing and market risk RWA calculation.
• Lead maintenance and regular validation of quantitative models.
• Lead review and enhancement of market risk policies and documentation.
• Prepare management reports to senior management and risk committees.
• Provide coaching to team members.

Skills

Market risk

Quantitative finance

Risk management

Murex

Derivatives pricing

Education

Degree in quantitative finance or related fields

Tools

Murex

Job description

China CITIC Bank International Limited is a growing financial institution seeking an experienced Senior Market Risk Manager to oversee daily market risk governance in a fast-paced banking environment.

You will work closely with treasury and front office teams to assess risk, run stress tests, validate models, and prepare concise reports for senior management and risk committees. A strong background in derivatives pricing and Murex is preferred.