Market and Liquidity Risk, Treasury Structured Products

moomoo; Hong Kong; On-site; HKD 600,000 - 1,000,000; Full time

Job summary

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

Qualifications

• 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.

Responsibilities

• 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.

Skills

Market risk management

Liquidity risk management

ALCO reporting

VBA

Python

SAS

Treasury systems

Regulatory reporting

Bilingual English/Chinese

Education

Finance/Risk Management/Statistics degree

CFA/FRM or equivalent (advantage)

Tools

Bloomberg

MUREX

SUMMIT

Job description

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