Risk | Asset Liability Management | North Asia Region | Hong Kong recruitment
Risk Manager - Asset Liability Management/Liquidity Risk Management
Location: Hong Kong
The role will be focusing on ALM/Liquidity analysis, but the candidate will also be required to support daily risk reporting work if required. So, s/he should have some hands on experience in ALM/Liquidity areas
Please apply to qrfsing@selbyjennings.com or call +65 6808 5600
Responsibilities
- Responsible for non-reporting liquidity risk analysis
- Enhance risk measures and transparency
- Ensure that market and short-term liquidity risk policies and limit monitoring systems are fully implemented
- Providing support to the ALCO Committee
- Responsible for Net Interest Rate modelling and developing methodologies
- Responsible for monitoring and analysing interest rate and liquidity risk
- Perform stress testing and back testing of ALM models
- Review current ALM, Balance Sheet models and make improvements on the existing models.
• Relevant Experience in Banking in either Capital management or ALM, Liquidity Risk Management, Treasury Risk (Front Office or Risk Function)
Working knowledge of Basel III framework would be a big plus
• Excellent organizational skills and attention to detail and ability to work independently and as a part of the team, multitasking and being able to prioritize.
• Working Knowledge of the Regulatory framework and its requirements relating to Liquidity and Pillar II.
• Minimum Degree in Economics/Finance/other quantitative subjects
• Relevant experience in Asset Liability Management (ALM) reporting/modelling
• Good knowledge of ALM, Liquidity risk or Interest Rate Risk
• Ability to guide and lead the team
Ideal candidate