Senior Manager, Interest Rate Risk & Liquidity Modeling

Key Responsibilities

• Be responsible for day-to-day IRRBB management including control, reporting and analytics support as well as liquidity modelling and stress testing.
• Support IRRBB return compilation.
• Work closely with business on their daily activities and development of new treasury products and business initiatives.
• Work independently with both internal and external (including auditors and regulators, and system vendors) stakeholders to resolve issues.
• Drive the enhancement for IRRBB control and liquidity modelling/stress testing including policies & governance definition and reporting to ensure risks are holistically and properly measured.
• Review and enhancement of existing IRRBB management and liquidity modelling/stress testing policies and documentations.
• Prepare management reports to senior management and risk committees for IRRBB and liquidity modelling/stress testing matters.
• Participate in risk system enhancement project.

Requirements

• Degree holder in finance, risk management, quantitative finance, engineering, quantitative or related disciplines..
• Minimum 5 years of risk management experience in IRRBB and liquidity risk.
• Solid knowledge in IRRBB and liquidity risk management governance and framework including policy enhancement, daily control, limit assessment, limit approval and etc.
• Sound understanding of features of fixed income, interest rate, FX, treasury and/or associated derivative products.
• Sound knowledge in statistical, quantitative analysis and derivatives pricing model and programming tools such as VBA, SAS and Python.
• Murex system experience is a plus.
• Professional Qualification such as FRM, Certified Treasury Management Professional (CTMP) is preferred.

(Candidate with less experience will be considered as Manager.)

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.