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Job

Market Risk & Liquidity Modeling AVP

  • Location

    Hong Kong

  • Sector:

    Financial Services and Banking

  • Job type:

    Permanent

  • Contact:

    Bettina Chow

  • Contact email:

    b.chow@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Published:

    about 1 month ago

  • Duration:

    perm

  • Expiry date:

    2021-07-21

  • Startdate:

    asap

Market Risk & Liquidity Modeling AVP - Commercial Bank
 
Responsibilities

• Assist to manage the daily operations of liquidity risk and interest rate risk functions for the Bank
• Actively participate in the improvement of reporting including those for committee to communicate market, liquidity, interests risk to senior management effectively
• Provide quantitative analysis on different historical data and trend in assessing the liquidity risk and interest rate risk behavior and appropriateness for the clients; able to make sound recommendation and judgement on credit risk, market risk, liquidity risk, interest rate risk and/or risk modeling and their impacts to RWA
• Work closely with business on their daily activities and development of new products and business initiatives
• Lead the model validation process (market, liquidity and credit) including documentation
• Assist the team head to drive HKMA various risk management projects to ensure regulatory compliance
• Participate in the implementation of enhanced risk management framework in specific risk areas to ensure risks are holistically measured
• Review existing risk policies and documentations to ensure compliance with regulatory and market standard
• Collaborate with other support functions such as other RMG teams including those of overseas, FMG, TMO, Legal & Compliance and IT in different risk matters
• Take lead to drive efficiency through identifying areas of improvement to simplify work process.

 

Requirements

• Degree holder in finance, risk management, engineering, quantitative finance or related disciplines
• Professional Qualification like FRM, CFA , ACCA etc. will be an advantage
• 5 - 8 years of experience in risk management areas such as market risk, credit risk, collateral management and operational risks
• Good knowledge of HKFRS-9 Requirements and Basel Requirements
• Experienced in fixed income, interest rate, FX, treasury and/or associated derivatives for investment banking, commercial banking and/or retail banking
• Proficiency in visual basic, SAS and other programming languages and databases will be a plus
• Good command of both written and spoken English and Chinese (Cantonese and Putonghua)
• Candidates with 3-5 years' experience can be considered as Manager

 

Please click 'Apply Now' or send your resume to b.chow@hamlywilliams.com for further discussion.

 

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