Job Duties & Responsibilities:
- Responsible for market & liquidity risk management and reporting to senior management in an accurate, timely and proactive manner. Market risk includes both banking and trading books.
- Leading team members and ensuring stable treasury middle operation while collaborating with other departments such as Treasury, Finance, Back office and Head Office.
- Enhancing market & liquidity risk management tools and frameworks in line with regulatory requirement such as HKMA SPM LM-2, head office instruction and peer bank's best practice.
- Ensuring and enhancing risk governance such as ALM committee, policies, RAF, data governance and model governance.
- Dealing with the audits relevant to Market & Liquidity Risk conducted by internal/external auditors and regulatory authorities.
- Responsible for staff development of the team.
Requirements:
- University degree or above in related disciplines.
- Minimum 8 years' experience of market risk or liquidity risk management in banking.
- Preferably experience of group / team / project management and people management.
- Preferably knowledge of derivative products, RAF, data governance and model governance.
- Strong problem solving and analytical skills.
