AVP/VP/SVP, Liquidity Risk Management_HKMA reporting

Responsibilities

1. Be responsible for liquidity risk-related measurement and calculation, statement preparation, information disclosure and analysis reporting.

2. Establish liquidity risk-related process mechanisms, policies and systems, formulate strategies and measures for proactive management of liquidity risk, establish a limit for liquidity risk management mechanism, and retain a dynamic balance between risk management and business growth.

3. Carry out liquidity risk stress testing and prepare contingent financing plan, recovery plan and resolution plan.

4. Comply with and implement internal and external management requirements, be responsible for liaising with and answering liquidity risk-related inquiries from regulator in order to ascertain safety of liquidity risk.

5. Be responsible for the bank’s interest rate risk management. Conduct regular identification, assessment, monitoring, and reporting of interest rate risk exposures, execute stress testing, and drive the development of interest rate risk management systems and quantitative models.

6. Based on the bank’s interest rate risk profile, develop and implement asset-liability management (ALM) policies, strategies, and measures, including portfolio restructuring, risk hedging, and interest rate pricing, while ensuring effective execution.

7. Establish key risk indicators (KRIs) and limits to manage and supervise interest rate risk exposures across all business units.

Requirements

1. Minimum 3 years of banking experience, with familiarity in interest rate risk management practices.  

2. Bachelor’s degree or higher, with strong data analysis and report writing skills.  

3. Demonstrated sense of responsibility, execution capability, teamwork spirit, and proactive, innovative mindset.

4. Problem-solving ability, and ability to work independently and under pressure

5. Good command in both written and spoken Chinese(including Putonghua) and English.