Director, Market and Liquidity Risk

• virtual bank

Responsibilities

• Maintain and review existing market risk, liquidity risk and interest rate risk policies and procedures (P&Ps) and create new P&Ps for these areas if needed.
• Work closely with Finance, Treasury and Business to measure, monitor and manage market risk, liquidity risk and interest rate risk for the bank.
• Monitor bank's risk level to fulfil the requirements of relevant policies and limits (internal and external) in areas of market risk, liquidity risk and interest rate risk.
• Implement the market risk and liquidity risk stress test programme with regular review on suitability and appropriateness of methodologies, parameters and scenario settings.
• Prepare market risk, liquidity risk, interest rate risk and counterparty credit risk reports to the regulator, ALCO and senior management.
• Participate the new product and new business initiatives for market and liquidity risk.

Requirements

• Minimum 8 years' experience in the banking industry with relevant experience in market risk and liquidity risk management from banks in Hong Kong.
• Familiar with HKMA's regulations and requirements related to market and liquidity risk
• Familiar with Treasury Management system like TOMS, Summit, MUREX etc or Bloomberg MARS.
• Degree holder in Accounting, Finance, Risk Management, or related disciplines.
• Professional qualification in CPA, ACCA, CFA, FRM or equivalent will be an advantage.
• Knowledge on security business will be an advantage.
• Self-motivated and willing to work under pressure.
• Good command of both written and spoken English and Chinese (including Putonghua).

We offer competitive package to the right candidates.

All information provided by applicants will be treated in strict confidence and handled confidentially for recruitment purposes only. Applicants who are not contacted within 8 weeks may consider their application unsuccessful and their data will be destroyed within 12 months.