The job holder is responsible for assisting the Head of Market Risk and Liquidity Modeling in the overall liquidity risk management, interest rate risk management and related model validation for the Bank and its overseas branches and subsidiaries.
- Provide liquidity risk management, interest rate risk management and related model validation and analytics support
- Perform daily / on-going risk reporting, analysis, stress testing and contribute to the continuous improvement of the reports in order to effectively communicate liquidity and interest risk to senior management and committees
- Participate in IRRBB, Initial Margining and/or other regulatory related works
- Work closely with business on their daily activities and development of new products and business initiatives
- Participate in the implementation of enhanced risk management framework to ensure risks are holistically measured
- Take lead on the revision of existing risk policies and documentations to ensure compliance with regulatory and market standard
- Provide specification of user requirements and prototyping and perform User Acceptance Test in the development of new risk management infrastructure
- Identify areas of improvement to simplify work process, thereby increasing efficiency and effectiveness, delivering more quality information for decision making and reducing audit findings and operational incidences
- Lead a small team by providing training and coaching to allow growth and success
- Degree holder in finance, risk management, engineering, quantitative or related disciplines
- Minimum 10 years’ market experience in most of the risk management areas such as liquidity risk and interest rate risk, with at least 5 years’ in managerial level
- Solid knowledge in risk management governance and framework including policy designs and enhancement, limit assessment, limit approval etc.
- Good understanding on the features and benefits of fixed income, interest rate, FX, treasury and/or associated derivative products for investment banking, commercial banking and/or retail banking
- Prior experience in areas of improvement to simplify work process, increasing efficiency and effectiveness, delivering more quality information for decision making and reducing audit findings and operational incidences
- Sound knowledge in statistical and quantitative analysis.
- Professional Qualification like CSTMP, FRM, CFA, ACCA is treated as a plus