Interest Rate and Liquidity Risk Manager

Employer
Bank Of China (Hong Kong) Limited
Location
Hong Kong, Hong Kong
Salary
Competitive
Posted
Jun 25, 2017
Closes
Jul 27, 2017
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities:
  • Assist to develop risk management policies and procedures, set the operating limits, measure and monitor the bank's risk level in accordance with the policies and limits in relation to interest rate risk in the Banking Book and Liquidity Risk
  • Develop and improve the risk measurement methodology and risk analytical model
  • Assist the supervisor to improve the risk management framework according to the new regulatory standard and the new BEST requirements to ensure the bank to follow the best practices
  • Lead the implementation of new regulatory standards

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 will be an advantage
  • Minimum 5 years working experience in banks or financial institutions, with minimum 2 years specialized in asset and liability management / financial risk management / market risk management / treasury investment
  • Knowledge of financial analysis, asset & liability management models and regulatory requirements
  • Project management experience is preferred
  • Self-motivated and willing to work under pressure
  • Good command of both written and spoken English and Chinese
  • Candidates with less experience will be considered as Assistant Manager - Interest Rate and Liquidity Risk