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Senior Liquidity Risk Management Manager

Employer
OCBC Wing Hang Bank Limited
Location
Hong Kong
Salary
To be confirmed
Closing date
Mar 22, 2019

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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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