Our client is a reputable bank with a pleasant working culture. They are looking for a senior candidate specialized in interest rate & liquidity risk management with hands on experience in participating IRRBB.

Job scope

• Lead a small team to provide liquidity risk management, interest rate risk management and related model validation and analytics support
• Responsible for IRRBB, Initial Margining and/or other regulatory-related works
• Perform daily/on-going risk reporting, analysis, stress testing and contribute to the continuous improvement of the reports in order to effectively communicate liquidity and interest risk to senior management and committees
• Participate in the implementation of enhanced risk management framework to ensure risks are holistically measured
• Take lead on the revision of existing risk policies and documentation to ensure compliance with regulatory and market standard
• Perform User Acceptance Test in the development of new risk management infrastructure

Requirements

• Degree holder in finance, risk management, engineering, quantitative or related disciplines
• 10+ years’ market experience in most of the risk management areas such as liquidity risk and interest rate risk, with at least 5 years’ in managerial level
• Sound knowledge in statistical and quantitative analysis, policy designs and enhancement, limit assessment and approval.