Vice President, Counterparty Credit Risk

Key Responsibilities

• Perform regular CCR limits and portfolio monitoring and reporting. Lead the analysis and assessment on CCR exposure changes and impact.
• Review and enhance CCR-related policies, procedures and guidelines to ensure alignment with regulatory standards and a sound risk management principle
• Perform credit risk related monitoring on bond investment in banking book on a regular basis.
• Conduct classification and investigation on counterparty credit limit breach cases and work with front office and middle office on enhancement measures.
• Oversees CVARWA and CCPRWA output. Conduct assessment of relevant fluctuations and changes.
• Prepare CCR and other risk reports for relevant committees’ review and discussion.
• Participate in projects discussions with front office to support implementation of new business, analyse the potential implications for CCR. Conduct system UAT for enhancement and new business initiatives.
• Collaborate with other support functions such as other RMG teams including those of overseas, FMG, TMO, Legal & Compliance and IT in different risk matters.
• Engage effectively with both internal and external (auditors and regulators) parties to resolve issues.

Requirements

• Degree holder in finance, risk management, engineering, quantitative or related disciplines.
• Minimum 6 - 8 years’ market experience in most of the risk management areas such as market risk, credit risk, collateral management and operational risks.
• Solid knowledge in counterparty credit risk exposure monitoring and measurement.
• Knowledge in treasury products including fixed income, interest rate, FX, derivatives products for investment banking, commercial banking and/ or retail banking.
• Sound knowledge in statistical, quantitative analysis and derivatives pricing model and programming tools such as VBA, SQL and Python.
• Knowledge in netting agreement and collateral agreement is an advantage.
• Professional Qualification such as FRM, Certified Treasury Management Professional (CTMP) is preferred.

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.