Manager, Market and Liquidity Risk

moomoo; Hong Kong; Presencial; HKD 600.000 - 1.000.000; Jornada completa

Descripción de la vacante

moomoo is seeking a seasoned Market & Liquidity Risk Manager in Hong Kong to collaborate with Finance and Treasury, monitor risk positions, and drive stress testing frameworks. The role requires 4–6 years in banking risk, strong knowledge of treasury products, and regulatory reporting experience.

Strong English and Chinese are essential, with hands-on VBA/Python/SAS skills. The role offers a challenging environment with opportunities to contribute to new product initiatives and risk policy

Formación

• Degree in Finance, Risk Management, Statistics or related disciplines.
• CFA, FRM or equivalent will be an advantage.
• Minimum 4–6 years' experience in banking in asset liability management or market and liquidity risk management.
• Solid knowledge on Treasury structured products including market risk analysis at trade and portfolio level, risk limits setting and monitoring.
• Experience with HKMA regulatory reporting such as MA(BS)12A (IRRBB) and regulatory liquidity ratios like LMR/LCR/NSFR.
• Experience in behaviour modelling for prepayment of loan products and early withdrawal of deposits.
• Self-motivated and able to work under pressure.
• Good command of written and spoken English and Chinese.
• Hands-on programming with VBA, Python, SAS, etc.
• Hands-on experience with Treasury systems (Bloomberg, MUREX, SUMMIT) for Treasury products.

Responsabilidades

• Work with Finance, Treasury and other departments on market and liquidity risk issues for bank and Treasury products.
• Monitor and report the Bank's market and liquidity risk position per policies and limits.
• Implement stress testing program including derivation of stress test parameters from internal data and regular review of methodologies.
• Prepare regular and ad-hoc market and liquidity risk reports to ALCO, senior management and regulators.
• Update and review market risk and liquidity risk policies and procedures based on business development and regulatory requirements.
• Participate in new product and business initiatives for the Bank.

Conocimientos

Market risk management

Liquidity risk management

ALCO reporting

VBA

Python

SAS

Treasury systems

Regulatory reporting

Bilingual English/Chinese

Educación

Finance/Risk Management/Statistics degree

CFA/FRM or equivalent (advantage)

Herramientas

Bloomberg

MUREX

SUMMIT

Descripción del empleo

• Work closely with Finance, Treasury and other relevant departments on market risk and liquidity risk related issues for bank products with focus on Treasury products and structured products.
• 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.

• 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.
• Experience in behavior modelling for prepayment of loan products and early withdraw of deposit.
• 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.
• Hands on experience in Treasury system (Bloomberg, MUREX, SUMMIT etc.) for Treasury plain vanilla and structured products.