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.