Manager, Market and Liquidity Risk

ELE Bank Limited; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

Airstar Bank, a digital bank in Hong Kong, invites a risk management professional to lead market and liquidity risk activities. You will work with Finance and Treasury to monitor risk positions and implement stress tests for ongoing oversight.

The role requires 4–6 years in banking risk, knowledge of Treasury products, HKMA reporting, and programming skills in VBA, Python, SAS. Fluent English and Chinese are expected.

Responsibilities

• Work closely with Finance, Treasury and other relevant departments on market risk and liquidity risk related issues.
• Monitor and report the Bank's market and liquidity risk position following the requirements of relevant policies and limits.
• Implement the market risk and liquidity risk stress test program with regular review on methodologies, parameters and scenario settings.
• Prepare regular and ad-hoc market risk and liquidity risk reports to ALCO, senior management and regulators.
• Update, maintain and review market risk and liquidity risk policies and procedures based on business development and regulatory requirements.
• Participate in new product and new business initiatives for the Bank.

Job description

Work closely with Finance, Treasury and other relevant departments on market risk and liquidity risk related issues.

Monitor and report the Bank's market and liquidity risk position following the requirements of relevant policies and limits.

Implement the market risk and liquidity risk stress test program (including but not limited to derivation of stress test parameters from internal historical data) with regular review on suitability and appropriateness of methodologies, parameters and scenario settings.

Prepare regular and ad-hoc market risk and liquidity risk reports to ALCO, senior management and regulators.

Update, maintain and review market risk and liquidity risk policies and procedures based on business development and regulatory requirement.

Participate the new product and new business initiatives for the Bank

Requirements

Degree holder in Finance, Risk Management, Statistics or related disciplines

Professional qualification in CFA, FRM or equivalent will be an advantage.

Minimum 4-6 years' experience in the banking industry in asset liability management or market and liquidity risk management.

Solid knowledge on Treasury structured product including but not limited to market risk analysis (trade level and portfolio level), market risk limits setting and monitoring, counterparty credit risk analysis etc. Knowledge on structured product for other asset class like equity will be an advantage.

Experience with HKMA regulatory reporting like MA(BS)12A (IRRBB) and regulatory liquidity ratio like LMR/LCR/NSFR.

Self-motivated and willing to work under pressure.

Good command of both written and spoken English and Chinese

Hands on experience in programming using VBA, Python, SAS etc.

Airstar Bank is a digital bank in Hong Kong with Futu Group and Xiaomi Corporation as its key shareholders. The Bank upholds the virtue of financial inclusion and strives to become a \"Bank for Everyone\" by making cutting edge digital banking services accessible at our customers' fingertips. Airstar Bank has become a licensed bank under the Hong Kong Monetary Authority since May 9, 2019.

Airstar Bank is a digital bank in Hong Kong with Futu Group and Xiaomi Corporation as its key shareholders. The Bank upholds the virtue of financial inclusion and strives to become a \"Bank for Everyone\" by making cutting edge digital banking services accessible at our customers' fingertips. Airstar Bank has become a licensed bank under the Hong Kong Monetary Authority since May 9, 2019.