The Role
AVP, Liquidity Risk Management, Risk Management
Key Accountabilities
- Develop liquidity risk framework and monitoring mechanism for major business and divisions, to ensure fully compliance of regulatory requirement and group risk appetite;
- Responsible for daily liquidity risk analysis, monitoring and reporting of the group treasury portfolios and major business;
- Participate in development of liquidity risk management policies and guidelines and lead the review process;
- Assist in formulating liquidity risk limit structure and developing related risk quantification methodology;
- Participate in the cross-business risk investigation and stress test project, and coordinate relevant departments to carry out liquidity risk analysis on aggregate group level or entity level;
- Review and advise on new business/ new products from liquidity risk management perspective;
- Formulate and implement specific liquidity risk limit structure and monitoring process according to different business types;
- Assist in treasury liquidity management system development and related projects;
- Assist department and team heads in handling ad ho risk management tasks and projects.
Skills & Experience
- Bachelor or above degree in Risk Management, Finance, Economics, Accounting or any related discipline. CFA, FRM or CPA preferred;
- More than 8 years of experience in financial institution risk management (incl. at least 6 years in liquidity risk management). Understanding of HKMA / SFC regulatory requirements will be a plus;
- Familiar with investment banking business, liquidity risk management and stress testing with knowledge of major financial products/ instruments in markets;
- Proactive, detail-oriented and able to multi-task;
- Strong Excel data processing skills and knowledge of VBA coding will be a plus;
- Excellent communication and writing skills in English and Chinese.
Other Information
- Please apply in strict confidence with full resume, academic record, current and expected salaries;
- The personal data provided will be used for consideration of recruitment only. All personal data of unsuccessful candidate will be destroyed within 24 months;
- Candidates with Enhanced Competency Framework (ECF): please state on the CV.
About BOCI
As a leading investment bank in China and Hong Kong region, the investment banking arm of Bank of China, BOC International Holdings Limited (“BOCIâ€), is now seeking highly motivated, creative and success-oriented professional who would like to pursue the career in our group.
