Director/ Senior Manager, Market and Liquidity Risk
Airstar Bank Limited
Responsibilities
Maintain and review market risk, liquidity risk and interest rate risk policies.
Work closely with Finance and Treasury to manage market risk, liquidity risk and interest rate risk issues.
Monitor bank’s risk level to fulfil the requirements of relevant policies and limits in areas of market risk, liquidity risk and interest rate risk, such as FXNOP and mark-to-market P/L for bond portfolio.
Implement the market risk and liquidity risk stress test programme with regular review on suitability and appropriateness of methodologies, parameters and scenario settings.
Prepare market risk, liquidity risk and interest rate risk reports to the regulator, ALCO and senior management.
Participate the new product and new business initiatives.
Requirements
Degree holder in Accounting, Finance, Risk Management, or related disciplines.
Professional qualification in CPA, ACCA, CFA, FRM or equivalent will be an advantage.
Minimum 8 years’ experience in the banking industry preferably with relevant experience in market risk management and liquidity risk management.
Familiar with Bloomberg MARS.
Self-motivated and willing to work under pressure.
Good command of both written and spoken English and Chinese.