-Risk Monitoring and evaluation for FX (Spot, Forward,Swap), RMB (Bond and Money Market), Precise Metals (Au, Ad,T+D,T+N1,T+N2) and Derivatives (IRS, FX Option, Bond Future, Au and Ag Future) from both Market Risk, Credit Risk and Liquidity Risk aspects;-Make analysis of Risk and Performance attribution towards benchmark for both trading products and trading modes;-Drawing up process and rules for new business and products;-Making stop loss plan for different trading products on the… Show more -Risk Monitoring and evaluation for FX (Spot, Forward,Swap), RMB (Bond and Money Market), Precise Metals (Au, Ad,T+D,T+N1,T+N2) and Derivatives (IRS, FX Option, Bond Future, Au and Ag Future) from both Market Risk, Credit Risk and Liquidity Risk aspects;-Make analysis of Risk and Performance attribution towards benchmark for both trading products and trading modes;-Drawing up process and rules for new business and products;-Making stop loss plan for different trading products on the basis of Historical Var and Stress testing results;-Making MTM risk monitoring and analysis of Collateralized assets (Equity and Debts) for Asset Management Plan.- Show less

-Conduct P/L analysis, position revaluation, validation and investment portfolio PV01 analysis for products including FX(Spot, Forward, Swap and Option), RMB (IRS, Bonds and Money Market) and Multi Structured Products as Front office function with Summit FT for bank users such as SPDB, NBCB;-Implementation of back testing, Delta Gamma VAR, Historical VAR, limit monitoring and stress testing as Middle office function;-Involved in planning and implementation of bank clients’ framework of… Show more -Conduct P/L analysis, position revaluation, validation and investment portfolio PV01 analysis for products including FX(Spot, Forward, Swap and Option), RMB (IRS, Bonds and Money Market) and Multi Structured Products as Front office function with Summit FT for bank users such as SPDB, NBCB;-Implementation of back testing, Delta Gamma VAR, Historical VAR, limit monitoring and stress testing as Middle office function;-Involved in planning and implementation of bank clients’ framework of New Basel Market risk VAR, Stress VAR management and measurement;-Providing Compliance rules for banks users management according to CBRC’s requirement;-Design roles and rules from Front to Middle Office Function including Trade Processing, Risk Analysis and Limits Monitoring;-Obtaining, analyzing and documenting clients’ business requirements and mapping client’s requirement with practical solutions;-Setting up credit/market risk limits and exposure calculation rules with customization needs of clients;-Coordinating Bank Middle Office with computing Delta/Gamma VAR, Historical VAR-Familiar with Bank Front and Middle Office business process logistic. Show less

-Perform independent risk identification, measurement, monitoring and reporting functions on market and liquidity risks, evaluate investment portfolio performance towards benchmark;-Be responsible for analyzing bank-wide market and liquidity risks, writing relevant reports with data analysis for submission to Assets/Liabilities Committee and Risk Management Committee, and also regulatory Supervisor CBRC;-Review and propose revision/updating market risk and liquidity risk policies and… Show more -Perform independent risk identification, measurement, monitoring and reporting functions on market and liquidity risks, evaluate investment portfolio performance towards benchmark;-Be responsible for analyzing bank-wide market and liquidity risks, writing relevant reports with data analysis for submission to Assets/Liabilities Committee and Risk Management Committee, and also regulatory Supervisor CBRC;-Review and propose revision/updating market risk and liquidity risk policies and procedures and limits for ALCO and RMC consideration and approval at least once a year or when necessary;-Monitoring on bond investment portfolio with risk parameters (DV01, modified duration and VAR) , on interest rate risk with NII (Net interest impact)&EVE (Economic value of equity) and conduct valuation on derivative products on a trial;-Conduct market risk and liquidity risk stress testing with scenario analysis and sensitivity analysis on a regular basis and report the results to ALCO (Asset & Liability Committee) and RMC (Risk Management Committee);-Participate in the calculation of CAR (Capital Adequacy Ratio), LCR (Liquidity Coverage Ratio) and NSFR (Net Stable Funding Ratio);-Establish liquidity contingency plan for the bank and keep monitoring on alerts and triggers set in the plan, and acting as Task force member when liquidity contingency plan is activated. Show less

-Carry out auditing work, participate in internal audit plan for detailed daily operation process;-Asses classification of financial assets in the Bank and complete necessary audit adjustment;-Conduct reperformance for financial assets interest income, valuation and impairment;-Perform process auditing for Treasury Division of the bank on distressed debts and debt assets;-Participate in internal control testing as for fund operation dept (FA&TA);-Perform auditing for fund… Show more -Carry out auditing work, participate in internal audit plan for detailed daily operation process;-Asses classification of financial assets in the Bank and complete necessary audit adjustment;-Conduct reperformance for financial assets interest income, valuation and impairment;-Perform process auditing for Treasury Division of the bank on distressed debts and debt assets;-Participate in internal control testing as for fund operation dept (FA&TA);-Perform auditing for fund financial statement for clients;-Perform auditing on trading assets of banks and participate in listed bank annual audit;-Obtain improvement of the financial knowledge, relevant working capabilities, good team work and essential prudence. Show less