• Monitor liquidity risk and interest rate risk • Degree holder in Accounting, Finance, Risk Management • Knowledge in Basel III and HKMA regulations • Asset & Liabilities Management
Our client is a bank in Hong Kong with consistent growth.
- Review and build policies and procedures in respect of liquidity risk and interest rate risk in compliance with HKMA Supervisory Policy Manual guidelines.
- Assist in formulating capital management system for assessing bank capital adequacy in relation to its overall risk profile in accordance with Basel III requirements.
- Degree holder in Accounting, Finance, Risk Management, or related disciplines
- Professional qualification in CFA / FRM is preferable
- Minimum 3 years banking experience in capital management / liquidity / interest rate risk management for banking book
- Experience in interest rate risk management or capital management is preferable
- Substantial knowledge in Basel III IRRBB or Basel III CAR or Basel III LCR and relevant HKMA regulatory requirements is essential
- Strong analytical and report-writing skills in forecasting and modeling; independent and strong problem-solving ability
- Conversant with Chinese word processing and MS Office Suite
- Knowledge in SAS / ALM system and Oracle application is highly preferable
- Proficient in both spoken and written English and Chinese, fluent in Putonghua is preferable