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ICBC Milan – Risk Management Officer

We are looking for an experienced Risk Management Officer to conduct and manage multiple operations of risk management, including but not limited to credit risk, market risk and liquidity risk, operational risk etc.

The main area covers

  • Credit Risk: credit rating and credit line review, post-loan management, credit risk weighted assets calculation, single customer exposure monitoring, AnaCredit, Centrale dei Rischi, credit archive management, etc.
  • Market Risk: market risk (foreign exchange risk and interest risk) limits management, financial market transactions review and control.
  • Liquidity Risk: LCR, NSFR, HQLA management etc.
  • Operational risk: operational risk events management, operational risk indicator monitoring, operational risk scenario analysis.
  • Risk Reporting: periodical risk reporting (daily/weekly/monthly/quarterly).

Main duties

  1. Implement daily management on Key Regulatory Risk Indicators (Risk Weighted Assets, Economic Capital, Single Customer Large Exposure Limit, LCR, NSFR) and formulate weekly/monthly reports as required;
  2. Take lead in the AnaCredit regulatory reporting, including data collection and verification; act as coordinator with the report outsourcing company; promote the automation of the data extraction and preparation;
  3. Conduct periodical verification of credit business data in Centrale dei Rischi regulatory reports;
  4. Participate in credit rating and credit line review and post-loan management, carry out credit risk monitoring;
  5. Conduct daily monitoring on market risk exposures and limits, formulate weekly market risk management reports;
  6. Carry out daily product control on financial market transactions through internal IT system and formulate daily reports;
  7. Follow up regulatory rules on risk management, participate in ESG risk management;
  8. Act as the independent Post-transaction Supervisor and conduct post-transaction auditing on daily transactions of other departments; formulate periodical analysis and review reports;
  9. Draft operational risk management report, collect operational risk event, monitor operational risk indicators, and implement operational risk scenario analysis;
  10. Prepare and submit relevant risk management reports and statistics as required;
  11. Conduct other tasks as backup role of department colleagues (such as secretary of relevant committees);
  12. Other work assigned by Department Head.

Requirements

  • Degrees in Economics, Finance, Accounting or related area;
  • 3-5 years’ experience as a Risk Management Officer (banking section preferred)
  • Good knowledge of regulatory rules and bank good practice on risk management
  • Reporting skills to provide regular, clear, and synthetic informative flows to the relevant Management Body
  • Experience in risk related regulatory reporting such as Capital Adequacy ratio, Large Exposure, LCR, NSFR, AnaCredit, Centrale dei Rischi, etc
  • Strong working skills of Microsoft applications, Excel, PowerPoint, and Word
  • Being detail-oriented, competent of working with complex and large data
  • High drive, self-motivation, and problem-solving skills
  • Fluent written and verbal English proficiency, good communication capability in Chinese is an advantage

Per candidarsi alla posizione inviare il proprio CV a simona.ranallo@it.icbc.com.cn