Senior Assoc/Associate, Market & Liquidity Risk, Risk Management Group Senior Assoc/Associate, Market & Liquidity Risk,  …

DBS Bank Limited
in Hong Kong
Permanent, Full time
Be the first to apply
Competitive
DBS Bank Limited
in Hong Kong
Permanent, Full time
Be the first to apply
Competitive
Senior Assoc/Associate, Market & Liquidity Risk, Risk Management Group
Business Function
Risk Management Group (RMG) is responsible for the development and maintenance of risk management and internal control frameworks. We provide independent review and challenge to business to ensure that appropriate balance is considered in risk/return decisions. In addition, RMG is responsible for the monitoring and reporting on key risk issues of the Bank. To manage risk effectively and deliver strong financial performance, we invest significantly in our people and infrastructure.
Responsibilities
  • Support the Bank's continual compliance in meeting the Interest Rate Risk in the Banking Book (IRRBB) standards in Hong Kong
  • Ensure banking book market risk arising from the bank's treasury and asset liability management activities are being comprehensively captured, accurately measured, regularly monitored and controlled
  • Provide analysis and commentaries on the key drivers affecting risk metrics / stress testing results
  • Support the banking book market risk team lead to work closely with the Head Office analytics team, local corporate treasury and business units to support the development, enhancement and maintenance of behavioural models/ assumptions applied in banking book market risk measurement
  • Participate in system User Acceptance Test ("UAT") arising from system/ risk engine changes to ensure banking book market risk remains properly captured
  • Prepare market risk related materials for risk oversight committee meetings (eg. Market & Liquidity Risk Committee, Risk Executive Committee and Board Risk Management Committee)
  • Perform daily market risk reporting and limit monitoring for Hong Kong
  • Investigate, ensure proper corrective actions taken, and obtain and document proper approval from senior management for any limit excesses
Requirements
  • Bachelor's degree holder in risk management, finance, accounting, or business discipline
  • Qualified for Enhanced Competency Framework on Treasury Management (e.g. TMA core or full member) is an advantage
  • Open to candidates with 2-5 years of experience
  • Relevant experience in asset-liability/ liquidity risk management or corporate treasury in a sizeable financial institution is an advantage
  • Strong technical skills in excel
  • Solid understanding of banking products
  • Strong quantitative background
  • Excellent communication, interpersonal skills and stakeholder management
  • A good team player, result-oriented, with initiative and strong sense of ownership

Apply Now
We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.
We regret only shortlisted candidates will be notified.
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