Assistant Manager-Market Risk
Publiée le 03/09/2024
Bank of China Europe
Job Description
Job purpose:
As part of Risk Management Department, the Market & Liquidity Risk team is responsible for assessing and monitoring the financial risks such as:
- Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book (CSRBB);
- Liquidity Risk (2rd Line of Defence) ;
- Market Risk in Trading Book;
- Counterparty credit risk;
The team leads also the transversal projects:
- Transversal projects such as IC(L)AAP, Pillar III report and Recovery Plan;
- Stress testing program;
- Climate & Environment risk (to be extended to ESG risk) assessment for the purpose of stress testing and Pillar II capital requirement;
- Upcoming CRD VI and CRR III implementation and coordination;
- IPU entities coordination and inspection;
The successful candidate will report to the Head of the department and the Director of the Market &Liquidity Risk team.
Your responsibilities within the team will be:
- Ensure the role of 2nd line of defence in Bank’s liquidity risk management: Design liquidity risk framework, Evaluate adequacy of liquidity risk indicators, participate to liquidity stress test and liquidity contingency funding plan;
- Conduct materiality assessment in liquidity risk;
- Prepare Bank’s ILAAP report;
- Contribute to IRRBB/CSRBB implementation project within the Bank;
- Integration of CR&E risk into liquidity and IRRBB risk framework.