Market Risk Manager

Job opening — Market Risk Manager | Industrial and Commercial Bank of China Limited, Peking, Zweigniederlassung Zürich | Zürich.

In this role, you will be responsible for:

• Maintain the Branch’s market risk management framework and system in accordance with Swiss regulatory requirements and internal policies and in close collaboration with internal business partners such as treasury.
• Measure, monitor and report interest rate risk in the banking book (IRRBB), including Economic Value of Equity (EVE), Net Interest Income (NII), and repricing gap analysis.
• Measure, monitor and report FX risk.
• Conduct scenario analysis, stress testing, and sensitivity analysis to evaluate IRRBB under various market conditions.
• Take ownership of core responsibilities within your area of expertise
• Collaborate with cross-functional teams to achieve shared goals
• Maintain quality standards and adhere to internal processes

The ideal candidate will bring:

• Bachelor degree or above in Business, Finance, Economics or a related field, with a preference for relevant post graduate qualifications (e.g. CFA, FRM).
• At least 3 years of experience in market risk management in a commercial bank.
• Sound understanding of market risk principles and IRRBB metrics, including EVE, NII, and gap analysis, as well as knowledge of Basel III regulatory requirements for IRRBB.
• Fluent in English (written and verbal).
• Relevant degree and professional experience
• Strong communication and teamwork skills

Our benefits include:

• Competitive salary package
• Flexible working arrangements
• Career development opportunities

Don't miss this opportunity — join Industrial and Commercial Bank of China Limited, Peking, Zweigniederlassung Zürich and take your career further.