Senior Risk Analyst, ALM and Liquidity recruitment

Job Description

* Develop, implement and maintain ALM/Liquidity Risk Policy, Methodology and Procedures
* Define and manage market risk appetite in line with Global Markets ALM budgets, maintaining necessary controls, enforce the limit excess discipline
* Facilitate new product implementation within the risk framework by providing proper feedback and control on the market risk section of Product Programmes
* Address any missing risks and operational gaps in the ALM/Liquidity Risk area
* Review and implement Group Local Basel3 and LM2 requirements
* Foster ALM/Liquidity risk awareness in the business and the bank's management
* Establish and maintain relationships with internal auditors, external auditors and regulators
* Maximize efficiency and productivity in ALM/Liquidity risk area via best practice through standardization and streamlining the existing processes

Key Roles Responsibilities

* Develop proactive engagement with the business, ALCO and Risk Committee in pursuit of balanced risk / return via discussions on market, liquidity and trading risk exposures and limits.
* Ensure that market and short-term liquidity risk policies and limit monitoring systems are fully implemented
* Ensure that market and short-term liquidity risk measurement methodologies are fit-for-purpose, comprehensive and implemented with integrity
* Continuously enhance risk measures and transparency
* Establish and maintain control framework to ensure compliance with internal policies, procedures, code of conducts, and applicable external laws and regulations
* Ensure that there are appropriate and documented internal controls and procedures in place. Monitor the operation of such procedures and controls and regularly review them to ensure that they reflect any changes in products, systems, policy and regulations
* Contribute to maintaining appropriate relationships with Regulators and Rating agencies and liaise with internal / external auditors
* Support GMR management in broader risk issues and projects

Qualifications Skills
* Good knowledge of balance sheet management and other risk management concepts
* Excellent analytical skills and sound judgment in a rapidly changing and often stressful environment
* Good business acumen and multicultural sensitivity
* Must have an in-depth knowledge of market, liquidity and applicable trading risk models and methodologies; market, liquidity and applicable trading risk regulations and guidelines including LM2; workings of financial markets including RMB (CNH)
* Must possess good verbal and written communication skills
* Hands on experience in Fermat/Murex/FEDS/Bloomberg is a plus
* Professional qualification in risk management (e.g. FRM), accounting and / or finance (e.g. CFA) is a plus