Assistant Manager to SM, Credit Monitoring (Counterparty Credit Risk)

Industrial and Commercial Bank of China (Asia) Limited (“ICBC (Asia)”) is the flagship of overseas business of Industrial and Commercial Bank of China Limited (“ICBC”) – currently the largest commercial bank in China, and it is one of the domestic systemically important banks (D-SIBs) in Hong Kong. Currently, ICBC (Asia) has 52 retail outlets (including 27 “Elite Club” Wealth Management Centres) in Hong Kong.

It is engaged in commercial banking, investment banking and other financial services, including those of securities, insurance and funds, with a focus on commercial and retail banking as well as global market business. Chinese Mercantile Bank and ICBC Asset Management (Global) Company Limited, two wholly-owned subsidiaries of ICBC (Asia), specialize in Renminbi services in mainland China and ICBC’s global asset management business respectively.

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 Perform ad-hoc tasks as assigned Job Requirement Bachelor's Degree or above with majors in Risk Management, Statistics, Quantitative Finance (or other quantitative related stream).

MPhil and PhD are also preferred 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 Interested parties, please click "Apply Now" for application.

Personal data collected will be used for recruitment purpose only.