Assistant Manager, Liquidity Risk Management, Risk

CLSA; Hong Kong; On-site; HKD 420,000 - 660,000; Full time

Job summary

CLSA in Hong Kong is seeking an experienced liquidity risk professional to monitor liquidity risk across Treasury, FICC, EQD and related desks, manage daily risk limits, and support LCR and NSFR analysis.

You will collaborate with front office, IT and risk teams to develop web-based dashboards, produce regular and ad-hoc risk reports, perform stress testing and scenario analyses, and participate in NPAs and project initiatives, while communicating clearly in English and Chinese.

Qualifications

• Bachelor degree in Risk Management / Finance / Economics / Accounting or related discipline(s).
• 3-5 years relevant experience in liquidity risk management.
• Very good knowledge of liquidity risk measures like LCR, NSFR etc.
• Wide and deep understanding of the market.
• Proficient in using VBA and database management software skills like SQL.
• Very good communication and interpersonal skills, can work under pressure.
• Excellent command of spoken and written communications in English & Chinese (including Putonghua).

Responsibilities

• Monitor the liquidity risk of CLSA (Treasury, FICC, EQD, etc.) appropriately and manage their risk limits on daily basis, including but not limited to LCR, gap analysis
• Assist in monitoring market risk for Treasury and Asset Management business, as well as in compiling overall risk reporting
• Produce risk reports as required on regular basis (daily/monthly) and ad-hoc
• Perform risk analysis such as stress testing and scenario analysis
• Liaise with front office closely to understand the business models, identify the risks for new business/products
• Participate in various projects and NPAs as required
• Work with IT team to build up web-based liquidity risk reports/dashboards

Skills

Liquidity risk management knowledge

Market knowledge

English & Chinese communication

Stress testing capability

Education

Bachelor degree in Risk Management / Finance / Economics / Accounting or related discipline(s)

Tools

VBA

SQL

Job description

Key Areas of Responsibilities

• Monitor the liquidity risk of CLSA (Treasury, FICC, EQD, etc.) appropriately and manage their risk limits on daily basis, including but not limited to LCR, gap analysis


• Assist in monitoring market risk for Treasury and Asset Management business, as well as in compiling overall risk reporting


• Produce risk reports as required on regular basis (daily/monthly) and ad-hoc


• Perform risk analysis such as stress testing and scenario analysis


• Liaise with front office closely to understand the business models, identify the risks for new business/products


• Participate in various projects and NPAs as required


• Work with IT team to build up web-based liquidity risk reports/dashboards

Requirements

• Bachelor degree (above) holder in Risk Management / Finance / Economics / Accounting or related discipline(s)


• 3-5 years relevant experience in liquidity risk management


• Very good knowledge of liquidity risk measures like LCR, NSFR etc.


• Wide and deep understanding of the market


• Proficient in using VBA and database management software skills like SQL


• Very good communication and interpersonal skills, can work under pressure


• Excellent command of spoken and written communications in English & Chinese (including Putonghua)