Treasury Risk Lead - Market Risk & Valuation

China CITIC Bank International Limited; Hong Kong; On-site; HKD 900,000 - 1,400,000; Full time

Job summary

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.

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.

Skills

Risk management

P&L attribution

IFRS/valuation

Python

Education

Finance/ risk management/ quantitative finance/ engineering/ mathematics

Tools

Python

VPA

Job description

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