Assistant Manager, Market and Liquidity Risk

Responsibilities

• Work closely with Finance, Treasury and other relevant departments on market risk and liquidity risk related issues.

• Monitor and report  the Bank’s market and liquidity risk levels following the requirements of relevant policies and limits.

• Implement the market risk and liquidity risk stress test programme (include the derive of stress test parameters from customer behaviour) with regular review on suitability and appropriateness of methodologies, parameters and scenario settings.

• Prepare regular and ad-hoc market risk and liquidity risk reports to ALCO,  senior management and regulators.

• Update, maintain and review market risk and liquidity risk policies and procedures based on business development and regulatory requirement.

• Participate the new product and new business initiatives

Requirements

• Degree holder in Finance, Risk Management, Statistics or related disciplines

• Professional qualification in CFA, FRM or equivalent will be an advantage.

• Minimum 2-5 years’ experience in the banking industry preferably with relevant experience in asset liability management or market and liquidity risk management.

• Self-motivated and willing to work under pressure.

• Good command of both written and spoken English and Chinese

• Hands on experience in programming using VBA, Python, SAS etc

• Hands on experience in other Treasury system like Bloomberg, MUREX, TOMS etc