Job Responsibilities:

• Familiar with IRRBB regulatory requirement.
• Assist to establish IRRBB database and interest rate risk measurement tools, design test cases and perform UAT.
• Perform daily IRRBB monitoring and report preparation.
• Conduct interest rate risk stress tests as per regulatory and internal control requirements.
• Perform ad hoc data analysis as requested by senior management.

Requirements:

• Degree holder of relevant discipline in Accounting, finance or risk management.
• Minimum of 5 years of relevant banking experience.
• Understanding of bank book interest rate risk management and recent regulatory developments.
• Fluency in both written and spoken English and Chinese (including Putonghua).

Industrial and Commercial Bank of China (Asia) Limited (“ICBC (Asia)”) is a licensed bank incorporated in Hong Kong. It has 53 branches, 18 “Elite Club” Wealth Management Centres and 4 commercial business centres in Hong Kong. It is principally engaged in banking, financial and other financial related services with focus on retail banking, commercial banking as well as corporate banking business. Chinese Mercantile Bank and ICBC (Asia) Investment Management Company Limited, the wholly-owned subsidiaries of ICBC (Asia), are specialized in the RMB services in Mainland China and the investment management businesses with a focus on Asia respectively. ICBC (Asia) is the flagship of Hong Kong banking business of Industrial and Commercial Bank of China Limited, the largest commercial bank in Mainland China (in terms of total assets).