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Assistant Manager to Senior Manager, Credit Monitoring(Counterparty Credit Risk) CMD

Job Information

  • Post Date:2022-10-19
  • Career Level:Middle
  • Location:Central
  • Yr(s) of Exp:1 years
  • Qualification:Degree
  • Employment Type:Full Time
  • Job Function:Banking / Finance  Others

Job Description

Job Responsibilities
  • Design, plan and implement the counterparty credit control measures and policies to ensure the counterparty credit risk ("CCR"), especially securities financing transactions and bond investment in the Bank is adequately and appropriately managed.
  • Responsible for the implementation of CCR exposure measurement and daily credit control measures
  • Responsible for drafting of credit policies, manuals, and procedures to facilitate Credit Committee's oversight and management
  • Participate the development and review of CCR exposure measurement model, CCR stress testing model, CVA model  and Variable Margin/Initial Margin model and collateral management
  • Provide assistance in new product review and assessment from CCR perspective, and regulatory examination and auditing tasks
Job Requirement
  • Bachelor Degree or above with majors in Risk Management, Statistics, Quantitative Finance (or other quantitative related stream).  
  • FRM or CFA holder (or candidate) is preferred
  • Experience or knowledge in programming skills
  • Strong communication skills and independent working
  • Familiar with HKMA SPM CR-G-13 and CR-G-13
  • Good command of both spoken and written Chinese (including Putonghua) and English

Company Info

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).

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