Description

Responsibilities

• Develop and implement policies and procedures for monitoring liquidity risk and interest rate risk, ensuring compliance with the HKMA Supervisory Policy Manual.
• Conduct regular assessments of the bank's liquidity position and interest rate exposure, providing detailed reports and recommendations to senior management.
• Contribute to the creation of an asset and liability management system that evaluates liquidity and interest rate risk management, optimizing the bank's ALM in line with its overall risk profile and Basel III requirements.
• Collaborate with cross-functional teams to enhance risk management practices and ensure that all relevant stakeholders are informed and aligned with the bank's risk management strategies.

Job Requirements

• Bachelor's degree in Accounting, Finance, Risk Management, or a related field.
• Minimum of 5 years of banking experience in asset and liability management, specifically in liquidity and interest rate risk management for the banking book.
• Professional qualifications such as CFA or FRM are preferred.
• In-depth knowledge of Basel III IRRBB, Basel III LCR/NSFR, and relevant HKMA regulatory requirements, including familiarity with HKMA SPM (e.g., LM-1, LM-2, IR-1).
• Strong analytical and report-writing capabilities.
• Proven ability to forecast and model, with strong problem-solving skills and independence.
• Excellent communication and interpersonal skills, with a demonstrated ability to collaborate effectively within a team and engage with senior management.
• Proficient in Chinese word processing and Microsoft Office Suite.
• Experience with SAS/ALM systems and Moody's applications is highly desirable.
• Fluent in both spoken and written English and Chinese; proficiency in Putonghua is a plus.

Application

If this above description fits your experience and is something you would like to explore, please click 'Apply Now' to submit your resume to us.

Our specialist consultant will get in touch with you soon, if we find your profile suitable for this position or any other vacancies we are recruiting for.

Any questions, please feel free to contact Charlotte WONG at 3907 3913.