AVP, Liquidity Risk Controller, Market & Liquidity Risk, Risk Management Group

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.

Responsibilities

• Provide independent effective challenge to the treasury function in the management of liquidity risk
• Review ongoing compliance with regulatory standards pertaining to liquidity risk, for e.g. the Liquidity Coverage Ratio and Net Stable Funding Ratio, and the preparation of liquidity risk-related disclosures
• Review internal thresholds set on regulatory/internal liquidity risk metrics
• Support ad-hoc and regular regulatory and internal stress testing exercises that involve liquidity risk considerations
• Review the local adoption of group-wide liquidity risk policies and standards in Hong Kong
• Support the preparation of risk updates to risk oversight committees
• Coordinate the review of Recovery Plan
• Clear analysis and commentaries on the drivers affecting liquidity risk metrics / stress testing results
• Robust review and attestation on ongoing compliance with applicable regulatory standards pertaining to liquidity risk
• Well-formulated assumptions with sound basis underlying liquidity risk stress testing exercises
• Succinct and clear materials prepared for risk oversight committees

Requirements

• Bachelor's degree (preferably a Master's Degree) holder in finance, risk management, or quantitative discipline
• 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
• Possess minimum 5 years' relevant experience in asset-liability management and/or liquidity risk management or corporate treasury with a sizeable financial institutio
• Strong technical skills, including a solid understanding of banking products (particularly in treasury and derivatives products)
• Sound knowledge in risk analytics and assets & liabilities management
• Solid understanding of prevailing regulatory requirements on liquidity risk in Hong Kong
• Excellent communication, interpersonal skills and stakeholder management
• A good team player, result-oriented, with strong sense of ownership