Assistant Vice President (Team Head), Treasury Middle Office

  • Negotiable
  • Hong Kong Hong Kong Hong Kong HK
  • CDI, Plein-temps
  • China CITIC Bank International Limited
  • 22 juil. 18 2018-07-22

Lead and oversee the Middle Office Team in managing PnL attributions, MIS, balance sheet management, transfer pricing, static data maintenance and operation control to support Treasury and Markets business


  • Manage daily, weekly and monthly PnL attributions, reconciliation, control and analysis with business, specialized in FX, interest rate, derivative, fixed income, debt capital market and funding pool
  • Run and analyze the mark to mark of the portfolio, risk positions, PnL substantiation and commentaries on PnL drivers to front office and senior management
  • Perform operation risk control and monitoring, including credit and market risk exception reporting
  • Maintain static data including products, portfolio, customer record, valuation curve and bond definition etc
  • Liaise and partner with front office Central Treasury Unit and Finance Team to resolve balance sheet reconciliation, internal funding pool and transfer pricing issue
  • Liaise and partners with various functions such as front office, settlement, business managers and finance supporting business new initiatives and provide recommendation


  • Degree holder or above, preferably with CFA or FRM
  • Minimum 10 years’ experience in middle office and product control supporting the treasury trading desk and central treasury unit with at least 3 years in managerial level
  • In-depth knowledge of treasury and global markets products including derivatives, FX, MM, fixed income and debt capital market
  • Good understanding in operational risk and settlement functions
  • Good analytical and people management skills
  • In-depth knowledge of different valuation models, GREEK factor, CVA, DVA, IPV, maturity lender, booking model and knowledge of Murex and Oracle OFSAA system
  • Good command of written and spoken English and Chinese (Putonghua)

For more details about career opportunities with the Bank, please visit our website  Please apply with full resume stating current and expected salaries via email to

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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.