We are currently partnered with a leading Investment Bank who are looking to bring in a Liquidity Risk Manager for their expanding business in Hong Kong.
- Monitoring and reporting on interest rate risk, capital management and liquidity risk across the bank's balance sheet at a regional level.
- Developing and maintaining liquidity risk models and tools to support the bank's asset/liability strategy and stress testing scenarios.
- Producing and presenting reports and analyses to senior management, regulators, and auditors on the bank's liquidity position, risk exposures, and compliance with internal and external policies and standards.
- Participating in the development and implementation of liquidity risk policies, standards, and procedures in line with global and local regulatory requirements, such as Basel III, IRRBB, SA-CCR, MAS, HKMA, etc.
- Conducting independent research projects on liquidity risk topics and providing recommendations for improvement and best practices.
- Acting as a point of contact and liaison with front office, treasury, finance, risk management, and other functions on liquidity risk matters.
To be successful in this role, you will need:
- A bachelor's degree or higher in finance, economics, mathematics, statistics, or a related field.
- At least 5 years of relevant experience in liquidity risk management or a similar role in a bank or financial institution.
- Strong knowledge of financial products across interest rates, foreign exchange, equity, and credit markets, as well as derivative instruments and their applications.
- Proficient in using Excel, VBA, SQL, and other data analysis tools. Experience with QRM or other liquidity risk software is an advantage.
- Excellent communication and presentation skills, both written and verbal. Ability to explain complex concepts in a clear and concise manner to various stakeholders.
- Ability to work independently and collaboratively in a fast-paced and dynamic environment. Attention to detail and accuracy is essential.