Introduction

Established in 1912, Bank of China is one of the largest banks in the world, with over $3 trillion in assets and a footprint that spans more than 60 countries and regions. Our long-term outlook, institutional weight and global breadth provide our clients with a stable and reliable financial partner, whether in Corporate or Personal Banking or our Trade Services, Commodities, Financial Institutions and Global Markets lines of business.

Overview

To carry out BAU work and facilitate important tasks at price risk team in MRD, where strong quantitative and data analysis skills are required.

Responsibilities

• Build risk and data analytical capabilities in calculating price risk exposures, key risk indicators and other risk metrics.
• Develop and maintain price risk analysis tools and applications such as bond investment monitoring and trading book risk analysis.
• Independently review and validate Front Line Units’ price risk management practice. Analyze the Bank’s portfolios in banking book and trading book.
• Analyze and optimize risk taking, risk limit usage.
• Enhance and improve price risk management processes and procedures.

Qualifications

• Bachelor degree required, Finance or Quantitative major preferred.
• Basic knowledge of banking products and services.

Pay Range

Actual salary is commensurate with candidate’s relevant years of experience, skillset, education and other qualifications.