Liquidity Risk Manager/ALM Risk - Expanding Banking Group

  • HKD700000 - HKD1000000 per annum + bonus
  • Hong Kong
  • Permanent, Full time
  • Morgan McKinley Hong Kong
  • 13 Feb 18 2018-02-13

As a global professional recruitment consultancy, Morgan McKinley connects specialist talent with leading employers across multiple industries and disciplines. We have established ourselves as a preferred supplier to many of the major players in our specialist sectors, as well as with thousands of smaller local employers. In Hong Kong, we recruit within the following sectors: Accounting & Finance, Banking and Financial Services, Human Resources, IT, Risk, Compliance, Legal & Audit, Office Support and Sales & Marketing.

Our client is an expanding International Banking Group with a strong presence in the region. They are currently upgrading their Market Risk department in Hong Kong and is looking to add x2 experienced Liquidity Risk/ALM Risk Managers:

Responsibilities:

  • Help develop and set the operating limits, measure and monitor the bank's risk level in accordance with the policies and limits in relation to Interest Rate risk in the Banking Book and Liquidity Risk
  • Handle Asset Liability Management (ALM) risk including model development, audit/validation and documentation (maturity transformation of non-maturity products, liquidation of liquid assets)
  • Improve the risk measurement methodology and risk analytical model
  • Continuously enhancing the risk management framework according to the new regulatory standard

The Successful Candidate:

  • At least 3-7 years of relevant experience in Liquidity Risk, Asset Liability Management/Treasury function in a commercial bank, retail bank or investment bank with experience in management of Liquidity Risk and Interest Rate Risk in Banking Book (IRRBB)
  • Experience in dealing with senior management including ALCO members and regulators
  • Excellent knowledge of key ALM risk measures (eg. MCO, LCR, Liquidity Stress, Repricing Gaps, PV01, EVE, NII etc)
  • Ideally with hands on experience in Fermat or Murex preferred, knowledge of topical issues in liquidity and IRRBB regulations
  • Ability to work in a team based environment
  • Strong communication skills in fluent English and Cantonese

For confidential inquiry, please contact Rouella Landicho on 3907 3912 or email: rlandicho@morganmckinley.com.hk