Market Risk Manager

Industrial and Commercial Bank of China Limited, Peking, Zweigniederlassung Zürich

Nüschelerstrasse 1, 8001 ZürichFestanstellungVeröffentlicht 11.6.2026

Über den Job

Industrial and Commercial Bank of China Zurich Branch bietet ein breites Spektrum an Dienstleistungen und Produkten für Firmenkunden und Finanzinstitute, darunter Einlagen, Überweisungen, Kredite, Handelsfinanzierung, Wertpapiere, Devisenhandel und RMB-Geschäfte. Im Risk Control Department suchen wir einen Market Risk Manager.

Aufgaben

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
Continuously monitor and refine IRRBB models to ensure accuracy and relevance in changing market conditions
Participate in committees (risk management, asset and liability) to present and discuss key metrics, exposures, and mitigation strategies
Cooperate with Treasury to align strategies for managing interest rate risk exposure (Asset Liability Management)
Ensure Treasury adheres to the permissible activities as prescribed in the policy framework
Review, manage and maintain policies, procedures and methodologies related to market risk management
Assist the team with tasks pertaining to credit and operational risk management, internal and external reporting as well as internal and regulatory audits

Profil

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)
Proficient user of MS Office (PowerPoint and Word), particularly Excel
Good organizational skills with ability to priorities work under pressure
Excellent interpersonal skills and team spirit

Rahmenbedingungen

Ort: Zurich Branch

Market Risk Manager

Über den Job

Über den Job

Aufgaben

Profil

Rahmenbedingungen

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