Market Risk Management Senior Manager recruitment
About us:
Industrial and Commercial Bank of China (ICBC) was established in 1984. ICBC is now the world's top listed bank in terms of market capitalization, profits and customers' deposits. We are looking for elites and talents worldwide to join us in future.
Job Title: Market Risk Management Senior Manager
Department: Risk Management Department
Job Location: Beijing
Responsibilities:
1. Responsible for valuation / pricing modeling for complicated finanical products, such as structured derivative products, and exotic options, etc.;
2. Research model theories for financial products valuation and risk management;
3. Responsible for developing methodologies for market risk metrics and parameters under the guideline of domestic regulators and BASEL requirements;
4. Establish and fine-tune the model validation process for market risk management;
5. Modeling for VaR, Stess testing, sensitivities, etc.;
6. Improve and enhance the current model algorithms.
Qualifications:
1. Full-time masters degree or above, major in financial engineering or related disciplines;
2. At least 8 years of experience in development, validation and management of financial product valuation and risk management modeling;
3. Good command in English, both oral communication and writing;
4. Prior trading or financial consulting experience in market risk preferred;
5. Qualification of CFA or FRM is preferred.
Please make sure to attach both your English and Chinese resumes.
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