Your new company
This is a leading International Bank within financial markets, specialising in offering a wide range of banking products and services to customers across the globe. They are currently expanding their Financial Management Department, which is in charge of planning, organising, directing and controlling the financial activities of the bank.
Your New Role
As the Assistant Vice President Market Risk (IRRBB) you will play a critical role in overseeing the overall traded and non-traded market risk profile. Your responsibilities will include:
- Analysing IRRBB and non-trading FX risk
- Collaborating with ALCO/Risk Management Committee members
- Maintaining and developing non-traded market risk policies and procedures
- Ensuring compliance with the Bank's risk appetite
- Driving continuous improvement in market risk methodologies and practices
- Coordinating the annual refresh of market risk appetite and risk limits for UK entities
- Managing both traded and non-traded market risk exposure
- Monitoring risk limit statuses and escalating breaches
- Maintaining the stress testing framework
- Producing regular internal risk reports
- Generating regulatory risk reports such as ICAAP and Pillar 3
What You'll Need to Succeed
- Fluency in Mandarin
- Degree Education in Finance, Economics, Mathematics, Actuarial Science, Financial Engineering, or related quantitative discipline
- CFA/FRM certification is highly desirable
- Experience in market risk management with a focus on IRRBB
- Good understanding of both traded and non-traded market risk management framework, methodologies, and regulation
- Strong technical knowledge in asset & liability management and financial products, especially Fixed Income and foreign currencies
What you need to do now
If you're interested in this role, please apply below, or email the relevant consultant your CV at
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