| Employer: | Bank of China
| Job Ref No: |
F04RM-SRMARRISMGRINT
| Job Title: |
Senior Market Risk Manager (Interest Rate Risk)
| Sector: |
Asset Management
| Sub Sector: |
Unspecified
| Risk Type: |
Other
| Expertise: |
Other
|
- Develop the risk management framework and formulate the policies and procedures for interest rate risk in the Banking Book
- Devise interest rate risk measurement methodology and closely monitor the risk on day-to-day basis
- Improve risk control mechanism including limit setting and risk mitigation
- Provide in-depth analysis and report to senior management on interest rate risk exposures and propose management actions
- Make full use of and propose enhancement to systems relating to interest rate risk management
- Develop models (e.g. behavioural model) relating to interest rate risk
- Design stress test methodology and scenarios for interest rate risk
Requirements:
- Degree or above with major in Accounting, Finance, Statistics, Risk Management or related discipline
- Professional qualifications in HKICPA, ACCA, CFA, FRM, ACIB or ACIS preferred
- At least 8 years working experience in Asset and Liability Management, Interest rate risk management or relevant field in banks or financial institutions
- Experience in project related to risk management modeling or system enhancement an advantage
- Strong report writing skills and analytical power
- Good interpersonal and communication skills with good command of both spoken and written English and Chinese, knowledge of Mandarin is a plus
| Region/Country: |
Asia / Pacific, China
| City: |
Hong Kong
| Address: | | Post Date: | 05/18/2012 |
