Senior Liquidity Risk Management Manager
- Employer
- OCBC Wing Hang Bank Limited
- Location
- Hong Kong, Hong Kong
- Salary
- To be confirmed
- Closing date
- Mar 22, 2019
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities
Requirements:
(Candidate with less experience will be considered for the position of Liquidity Risk Management Manager)
- 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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