Our client, a leading bank, is looking for a Manager to join their Liquidity Risk Management team to cope with the bank’s expansion.
Job Description:
- Assist the Head in implementing and maintaining a consistent framework on liquidity risk and / or interest rate risk of Banking Book (“IRRBB”) management and control process.
- Assist the Head in establishing and reviewing liquidity risk and / or IRRBB policies which are in line with the group practices.
- Prepare, monitor and analyze liquidity risk and / or IRRBB reports (e.g. LCR, NSFR, MCO and / or IRRBB) and ensure all exposures be properly captured in ALM system
- Develop user requirement in liquidity risk and / or IRRBB for system enhancement and participate in system acceptance tests as assigned
- Responsible for ICAAP in the area of liquidity risk and / or IRRBB including relevant ICAAP stress tests
- Work with Head Office to review the behavioralisation models applied in measuring liquidity risk, IRRBB or FTP
- Assist in preparing presentation materials for monthly ALCO and quarterly RMC meetings
Job Requirements:
- Bachelor degree or above in Risk Management, Finance, Business or related disciplines
- At least 8 years of relevant working experience in banking industry
- Holder of TMA / FRM / CFA membership is preferred
- Sound knowledge in ALM system and familiar with SQL
- Good communication and analytical skills