Associate / Officer, Market & Liquidity Risk Control, Risk Management Planning Group - Risk Management Department, EA

SUMITOMO MITSUI BANKING CORPORATION

Job Duties & Responsibilities:

Responsible for day-to-day operation as treasury middle and market & liquidity risk management for Hong Kong Branch in accordance with SMBC’s policies and rules to prevent the unexpected damage and loss to the bank. Market risk includes both banking and trading books
Measure Mark-To-Market value of financial instruments and market & liquidity risk position by using excel files and system operation, cooperation with Treasury front and back office. Check the status of compliance with limits on loss and risk position
Perform other internal monitoring process on dealer’s activity, market conduct, accounting-related and data reconciliation
Investigate in case of any irregularity and abnormality identified through forementioned measurement, checking & process, and report to management in a timely manner, including ALM Committee meeting
Provide insights from risk perspective such as market situation, risk analysis of new products/services banks will launch, stress testing analysis etc.
Upgrade robustness of risk measurement process, model governance and data governance

Requirements:

University degree holder or above
3-5 years relevant work experience preferably experience in banking or financial sector
Basic skill of Excel, Word, PowerPoint
Knowledge in Reuters and Bloomberg/Programming skill such Macro/VBA/Python would be an advantage
Good problem solving and analytical skills
Good communication and interpersonal skills with can-do-attitude
Fluent in English
Less experienced candidates will be considered as Officer

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