Responsibilities:

1. Participate in market risk and derivatives pricing model validation through quantitative analysis.
2. Prepare market risk RWA results on a regular basis and analyze the drivers of trends or changes.
3. Assist to enhance and implement market risk control, measurements and reporting.
4. Participate in the review of market risk limits and new business initiatives from market risk perspective.
5. Review existing market risk guideline or other documentations to ensure compliance with regulatory and market standard.

Requirements:

1. Degree holder in quantitative finance, risk management, financing engineering or related disciplines.
2. 4 - 6 years of experience in market risk management.
3. Sound understanding of FRTB is a plus.
4. Proficiency in Python and other programming languages.
5. 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.