Hong Kong, Hong Kong Island, Hong Kong S.A.R. · On-site
Senior
Mandatory Reference Checking Scheme (“MRC”) for Hong Kong The Mandatory Reference Checking Scheme is a framework to facilitate Authorized Institutions (“AIs”) to bilaterally obtain reference information during their recr…
Hong Kong, Hong Kong Island, Hong Kong S.A.R. · On-site
Senior
Mandatory Reference Checking Scheme (“MRC”) for Hong Kong The Mandatory Reference Checking Scheme is a framework to facilitate Authorized Institutions (“AIs”) to bilaterally obtain reference information during their recr…
Skills: Mortgage Business Development, Cross-selling, Networking, Sales Management, Anti-Money Laundering
Hong Kong, Hong Kong Island, Hong Kong S.A.R. · On-site
Senior
Mandatory Reference Checking Scheme (“MRC”) for Hong Kong The Mandatory Reference Checking Scheme is a framework to facilitate Authorized Institutions (“AIs”) to bilaterally obtain reference information during their recr…
Hong Kong, Hong Kong Island, Hong Kong S.A.R. · On-site
Senior
Mandatory Reference Checking Scheme (“MRC”) for Hong Kong The Mandatory Reference Checking Scheme is a framework to facilitate Authorized Institutions (“AIs”) to bilaterally obtain reference information during their recr…
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Full-time
bachelor degree
Posted 12d ago
~40 hrs/week
Responsibilities
The role involves validating market risk and derivatives pricing models through quantitative analysis and preparing regular RWA results. Additionally, the manager will enhance market risk controls, review limits, and ensure compliance with regulatory standards.
Requirements
Candidates must hold a degree in quantitative finance, risk management, or a related field with 4-6 years of experience in market risk management. Proficiency in Python and fluency in English and Chinese are required.
Full job description
Mandatory Reference Checking Scheme (“MRC”) for Hong Kong
The Mandatory Reference Checking Scheme is a framework to facilitate Authorized Institutions (“AIs”) to bilaterally obtain reference information during their recruitment process for certain positions, such that misconduct information in an individual’s previous employments can be provided to AIs to inform their employment decisions.
For information related to MRC Scheme, “Frequently Asked Questions for In Scope Individuals” is published by HKAB/Industry Guidelines (https://www.hkab.org.hk/en/home) or further information will be available upon request, if it is applicable to the position(s) applied.
Country of Location:
China Hong Kong
Job Responsibilities:
Participate in market risk and derivatives pricing model validation through quantitative analysis.
Prepare market risk RWA results on a regular basis and analyze the drivers of trends or changes.
Assist to enhance and implement market risk control, measurements and reporting.
Participate in the review of market risk limits and new business initiatives from market risk perspective.
Review existing market risk guideline or other documentations to ensure compliance with regulatory and market standard.
Requirements:
Degree holder in quantitative finance, risk management, financing engineering or related disciplines.
4 - 6 years of experience in market risk management.
Sound understanding of FRTB is a plus.
Proficiency in Python and other programming languages.
Good command of written and spoken English and Chinese (including Putonghua).
China CITIC Bank International Limited (“CNCBI”), a major offshore platform of commercial banking business of the CITIC Group, is 75%-owned by CITIC International Financial Holdings Limited (“CIFH”), which in turn is a wholly-owned subsidiary of China CITIC Bank Corporation Limited (“CNCB”).
China CITIC Bank International’s footprint includes 21 branches, two business banking centres and one private banking centre in Hong Kong, as well as branches in the US, Singapore and Macau, China, while providing banking services on the Chinese Mainland through our wholly-owned subsidiaries.
Across a century, China CITIC Bank International has grown together with its employees, customers and partners since 1922 and will continue to move towards its vision of “Agile. Professional. Simple.” in adherence to the 4C (Culture, Customer, Collaboration, Cyberspace) core values while driving actively its missions to “create value for customers, seek happiness for employees, make profit for shareholders, perform responsibility for society”.
More information about China CITIC Bank International can be found on its website at www.cncbinternational.com.
China CITIC Bank International Limited (“CNCBI”), a major offshore platform of commercial banking business of the CITIC Group, is 75%-owned by CITIC International Financial Holdings Limited (“CIFH”), which in turn is a wholly-owned subsidiary of China CITIC Bank Corporation Limited (“CNCB”).
China CITIC Bank International’s footprint includes 21 branches, two business banking centres and one private banking centre in Hong Kong, as well as branches in the US, Singapore and Macau, China, while providing banking services on the Chinese Mainland through our wholly-owned subsidiaries.
Across a century, China CITIC Bank International has grown together with its employees, customers and partners since 1922 and will continue to move towards its vision of “Agile. Professional. Simple.” in adherence to the 4C (Culture, Customer, Collaboration, Cyberspace) core values while driving actively its missions to “create value for customers, seek happiness for employees, make profit for shareholders, perform responsibility for society”.
More information about China CITIC Bank International can be found on its website at www.cncbinternational.com.