Director, Market and Liquidity Risk

Responsibilities

• Maintain and review existing market risk, liquidity risk and interest rate risk policies and procedures (P&Ps) and create new P&Ps for these areas if needed.
• Work closely with Finance, Treasury and Business to measure, monitor and manage market risk, liquidity risk and interest rate risk for the bank.
• Monitor bank’s risk level to fulfil the requirements of relevant policies and limits (internal and external) in areas of market risk, liquidity risk and interest rate risk.
• 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, interest rate risk and counterparty credit risk reports to the regulator, ALCO and senior management.
• Participate the new product and new business initiatives for market and liquidity risk.

Requirements

• Minimum 8 years’ experience in the banking industry with relevant experience in market risk and liquidity risk management from banks in Hong Kong.
• Familiar with HKMA’s regulations and requirements related to market and liquidity risk
• Familiar with Treasury Management system like TOMS, Summit, MUREX etc or Bloomberg MARS.
• Degree holder in Accounting, Finance, Risk Management, or related disciplines.
• Professional qualification in CPA, ACCA, CFA, FRM or equivalent will be an advantage.
• Knowledge on security business will be an advantage.
• Self-motivated and willing to work under pressure.
• Good command of both written and spoken English and Chinese (including Putonghua).