(Assistant / Deputy) Interest Rate and Liquidity Risk Manager

Responsibilities: Manage the daily risk monitoring and analytical reporting process. Review and enhance the risk measurement methodology and risk analytical model; Enhance the risk management framework according to the new regulatory standard and the new Basel requirements to enable the Bank to follow the best practices; Review and enhance risk management policies and procedures, set and review risk appetite, risk limits, measures and monitor the Bank's risk level in accordance with the interest

Bank Of China (Hong Kong) Limited - Hong Kong - Full time

Salary: Competitive

Responsibilities:
  • Manage the daily risk monitoring and analytical reporting process.
  • Review and enhance the risk measurement methodology and risk analytical model;
  • Enhance the risk management framework according to the new regulatory standard and the new Basel requirements to enable the Bank to follow the best practices;
  • Review and enhance risk management policies and procedures, set and review risk appetite, risk limits, measures and monitor the Bank's risk level in accordance with the interest rate and liquidity risk policies and limits;
  • Manage and enhance the regional risk management framework;
  • Deal with regulator and internal and external auditing matters;
Requirements:
  • Degree or above in Accounting, Finance, Business Administration, Risk Management, Financial Engineering or related disciplines.
  • Professional qualification in HKICPA, ACCA, CFA, ACIB、FRM or equivalent, is required.
  • Solid experience in analytic tools, such as VBA, SAS, SQL, is preferred.
  • 5 years working experience in banks or financial institutions, with 3 years specialized in asset and liability management /financial risk management /market risk, interest rate risk or liquidity risk management/ treasury/ investment management is preferred. Candidates with less experience will be considered also.
  • Knowledge of financial analysis, asset & liability management models and regulatory requirements.
  • Good command of both spoken and written English and Chinese.
  • Willing to communicate, work with a team under pressure with strong self-initiative.
Apply
22832793

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