Associate / Senior Associate, Market & Liquidity Risk, Liquidity Risk Controller, Risk Management Gr

DBS Bank Limited
Hong Kong, Hong Kong
Oct 19, 2019
Nov 02, 2019
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Business Function

Risk Management Group (RMG) is responsible for the development and maintenance of risk management and internal control frameworks. We provide independent review and challenge to business to ensure that appropriate balance is considered in risk/return decisions. In addition, RMG is responsible for the monitoring and reporting on key risk issues of the Bank. To manage risk effectively and deliver strong financial performance, we invest significantly in our people and infrastructure.


  • Implement liquidity risk control framework and processes, supporting treasury and asset-liability management activities undertaken in Hong Kong
  • Prepare internal risk reports (e.g. Maximum Cumulative Outflow, liquidity ratios) and carry out liquidity risk limit monitoring
  • Support ad-hoc regulatory and internal stress testing exercises that involve liquidity and banking book market risk considerations
  • Support the preparation of risk updates to risk oversight committees
  • Participate in User Acceptance Test ("UAT") exercises arising from system / risk engine changes to ensure liquidity and banking book market risk remains properly captured under risk metrics
  • Participate in preparation, submission, and disclosures relating to regulatory liquidity standards, e.g. Liquidity Coverage Ratio, Net Stable Funding Ratio
  • Clear analysis and commentaries on the drivers affecting risk metrics / stress testing results
  • Well-formulated assumptions with sound basis underlying stress testing exercises
  • Succinct and clear materials prepared for risk oversight committees
  • Robust UAT supporting sign-off of source system / risk engine changes


  • Bachelor's degree holder in risk management, quantitative discipline or finance
  • Chartered Financial Analyst and/or Financial Risk Manager designation is an added advantage
  • Qualified for Enhanced Competency Framework on Treasury Management (e.g. TMA full member) is an advantage
  • Relevant experience in asset-liability management and/or liquidity risk management or regulatory reporting or internal auditing in corporate treasury with a sizeable financial institution
  • Strong technical skills, including a solid understanding of banking products (particularly in treasury and derivatives products)
  • Sound knowledge in banking products
  • Familiarity with financial risk systems, e.g. Murex
  • Solid understanding of prevailing regulatory requirements on liquidity in Hong Kong
  • Excellent communication, interpersonal skills and stakeholder management
  • A good team player, result-oriented, with strong sense of ownership

Apply Now

We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.

We regret only shortlisted candidates will be notified.

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