Responsibilities:
- Participate in market risk and derivatives pricing model validation through quantitative analysis.
- Prepare market risk RWA results on a regular basis and analyze the drivers of trends or changes.
- Assist to enhance and implement market risk control, measurements and reporting.
- Participate in the review of market risk limits and new business initiatives from market risk perspective.
- Review existing market risk guideline or other documentations to ensure compliance with regulatory and market standard.
Requirements:
- Degree holder in quantitative finance, risk management, financing engineering or related disciplines.
- 4 - 6 years of experience in market risk management.
- Sound understanding of FRTB is a plus.
- Proficiency in Python and other programming languages.
- Good command of written and spoken English and Chinese (including Putonghua).
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.
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.
