To manage the market risk function of the Bank which covers market risk, interest rate risk in Banking book, and liquidity risk.
Job Descriptions
- Supervise the Market Risk team in:
- Setting up the risk framework for managing Market Risk, Banking Book interest rate risk and liquidity risk of the Bank.
- Setting of various policy and operational risk limits
- Performing limit monitoring
- Performing stress testing and VaR calculation
- Support all risk reporting to the board-level Risk Committee and Executive Committee, ALCO, and the Risk Management Committee
- Actively participate in the implementation and launching of new treasury and investment products, and establishing / refining risk control policy and procedures for such products
- Liaise with local regulatory bodies, and Internal Audit on risk related matters within the scope of the team
Requirements
- University degree in a quantitative discipline such as quantitative risk management, statistics, and information technology
- Minimum of 10 years’ experience in market risk / interest rate risk management
- Qualification for Enhanced Competency Framework on Treasury Management is preferable
- Sound knowledge in Treasury products
- Experience in dealing with local regulators, internal / external audit preferred
- Strong interpersonal and communications skills
- Strong command of spoken and written English and Chinese (including Putonghua)
