Director/ Senior Manager, Market and Liquidity Risk

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.