(Assistant / Deputy) Interest Rate and Liquidity Risk Manager

We are seeking a highly analytical and detail-oriented quantitative analyst to join our team who will be responsible for developing, implementing and maintaining the risk analytical models to measure and monitor interest rate and liquidity risk.

Responsibilities:

• Manage the daily risk monitoring and analytical reporting process;
• Develop, maintain and improve the interest rate and liquidity risk models to ensure accurate measurement of risk exposures;
• Continuously monitor and evaluate the performance of interest rate and liquidity risk models and suggest improvements or adjustments as necessary;
• Enhance the risk management framework according to the new regulatory standard and the new Basel requirements to enable the Bank to follow the best practices;
• Review and enhance risk management policies and procedures, set and review risk appetite, risk limits, measures and monitor the Bank's risk level in accordance with the interest rate and liquidity risk policies and limits;
• Collaborate with other risk teams and work closely with other departments to analyse risk metrics and provide insight on the risk profile;
• Manage and enhance the regional risk management framework;

• Deal with regulator and internal and external auditing or model validation matters.

  Requirements: - Degree or above in a highly quantitative field (Risk Management, Quantitative Finance, Financial Engineering, Statistics, Mathematics, Operational Research, or related disciplines);

• 5 years working experience in banks or financial institutions, with 3 years specialized in asset and liability management / financial risk management / market risk, interest rate risk or liquidity risk management / treasury / investment management is preferred. Candidates with less experience will be considered also;
• Strong analytical and problem-solving skills with a deep understanding of statistical models;
• Solid experience in coding and proficient in SAS / SQL / VBA, is required;
• Professional qualification in FRM / CFA / CPA or equivalent, is preferred;
• Knowledge of financial analysis, asset & liability management models and regulatory requirements;
• Good command of both spoken and written English and Chinese;
• Willing to communicate, work with a team under pressure with strong self-initiative.

If you are applying for in-scope position(s) under the Mandatory Reference Checking Scheme (i.e., A role carrying out regulated activities licensed by the IA, SFC & MPFA), you are required to undergo the Mandatory Reference Checking. Our responsible recruiter will inform you the details of the MRC process and the requirements in due course. For details, please click here .