Senior Liquidity Risk Management Manager

Employer
OCBC Wing Hang Bank Limited
Location
Hong Kong
Salary
To be confirmed
Posted
Nov 16, 2018
Closes
Dec 20, 2018
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors

Responsibilities

  • To develop liquidity risk management framework and formulate policies and procedures to meet with HKMA and/or MAS requirement, covering maximum cumulative outflow, stress testing, LMR, CFR, LCR, NSFR, liquidity metrics, liquidity cushion, intra-day liquidity and contingency funding plan.
  • To develop interest rate risk management framework and formulate policies and procedure to meet with HKMA and/or MAS requirement 
  • To review and design stress test scenarios from different risk aspects, and to link stress impacts to different measures as well as to develop relevant liquidity contingency plan
  • To liaise with the Group to implement its liquidity risk and ALM management systems
  • To guide junior staff to integrate liquidity risk information from the bank group's subsidiaries to produce reports, ratio, limits on a consolidated basic
  • To guide junior staff to prepare monthly MIS reports and reporting package to senior management or Risk Committees
  • To work with the Group Analytical team to develop behavioral modelling for liquidity or interest rate risk profiling

Requirements:

  • Degree in Accounting, Finance, Risk Management or relevant disciplines
  • Minimum 7 years' relevant experience in banking industry
  • Candidate with qualifications of CPA/ FRM / CFA candidate is preferred
  • Strong analytical and report writing skills
  • Good knowledge in HKMA regulatory requirements
  • Good communication and presentation skills  
  • Proficient in using Excel and other database management software skills

(Candidate with less experience will be considered for the position of Liquidity Risk Management Manager) 

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