Responsibilities

• Handle market risk, liquidity risk, IRRBB, market/liquidity/pricing model methodology, valuation and risk weighted assets calculation & analysis for retail bank setting
• Participate in member of ALCO, Market Risk Taskforce, and New Product Committee to work closely with Finance Department
• Develop the risk management systems & infrastructure to enhance risk governance for market, liquidity risk and IRRBB
• Ensure full compliance with internal risk assessment and external regulatory requirements
• Involve in HKMA onsite-examinations and actively having frequent dialogues with HKMA in various matters
• Work on ad hoc projects

Requirements

• Degree holder in Risk Management, Statistics, Quantitative Finance, Financial Engineering or equivalent disciplines
• Minimum of 5 years’ experience in the banking industry or financial institutions; experience in risk or treasury systems preferred
• Holder of professional qualification – CFA, FRM, CIIA or being qualified for Enhanced Competency Framework on Treasury Management will be an advantage
• Solid knowledge of HKMA requirements and money market
• Sound knowledge of SQL, VBA or related analytic tools
• Ability to work with colleagues in different functions and across all levels
• Ability to work independently and strategically, open to tackling new issues and sounding out new ideas
• Good command of both spoken and written English and Chinese