Market & Liquidity Risk: Assistant Manager, Stress Testing

ELE Bank Limited; Hong Kong; On-site; HKD 420,000 - 600,000; Full time

Job summary

Airstar Bank in Hong Kong seeks an Assistant Manager to join the Market and Liquidity Risk team. You will work closely with Finance, Treasury and other departments on market and liquidity risk issues and help monitor risk levels against policies and limits.

You will implement stress testing programs, review methodologies, produce regular and ad-hoc reports to ALCO and regulators, and assist with policy updates.

Qualifications

• Finance or risk management degree required.
• CFA/FRM qualification is a plus.
• 2–5 years in banking, with ALM or market & liquidity risk exposure.
• Proficiency in English and Chinese; able to work under pressure.

Responsibilities

• Collaborate with Finance and Treasury on market and liquidity risk issues.
• Monitor and report risk levels per policies and limits.
• Implement stress testing program and review methodologies.
• Prepare regular/ad-hoc risk reports to ALCO, senior management and regulators.
• Update risk policies and procedures; participate in new product initiatives.

Skills

VBA

Python

SAS

Bilingual EN/CH

Education

Finance/Risk Mgmt degree

CFA/FRM (advantage)

Tools

Bloomberg

MUREX

TOMS

Job description

Airstar Bank in Hong Kong seeks an Assistant Manager to join the Market and Liquidity Risk team. You will work closely with Finance, Treasury and other departments on market and liquidity risk issues and help monitor risk levels against policies and limits.

You will implement stress testing programs, review methodologies, produce regular and ad-hoc reports to ALCO and regulators, and assist with policy updates.