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Job

Associate Director – Interest Rate Risk & Liquidity Risk

  • Location

    Hong Kong

  • Sector:

    Financial Services and Banking

  • Salary:

    Competitive salary package

  • Contact:

    Bettina Chow

  • Contact email:

    b.chow@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Published:

    24 days ago

  • Duration:

    Permanent

  • Expiry date:

    2020-12-31

  • Startdate:

    ASAP

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.