Market Risk Professional

China Construction Bank (Asia); Hong Kong; On-site; HKD 700,000 - 1,200,000; Full time

Job summary

China Construction Bank (Asia) in Hong Kong seeks a seasoned liquidity-risk professional to monitor regulatory and internal liquidity requirements, conduct stress tests, and report to ALCO and senior management. The role demands strong HKMA knowledge (LCR, NSFR, LMR, CFR), proficiency in IRRBB and balance-sheet management, with 5+ years of relevant experience and fluent English/Chinese communication.

Collaborating with Treasury, Finance, Operations and Board committees, you will deliver clear

Qualifications

• Strong knowledge of HKMA liquidity-risk requirements and Basel principles.
• Experience with LCR, NSFR, LMR, CFR and liquidity risk management.
• Proven ability to develop risk reports and committees papers for ALCO and Board.
• Excellent written and verbal communication in English and Chinese.

Responsibilities

• Monitor and assess compliance with regulatory and internal liquidity requirements (LCR, NSFR, LMR, CFR).
• Review liquidity-risk assumptions, methodologies and funding sources.
• Conduct, coordinate and review liquidity stress testing and management actions.
• Prepare clear risk reports and committee papers for ALCO and Board risk committees.
• Liaise with Treasury, Finance, Operations, IT and Head Office to ensure data accuracy and timeliness.

Skills

Liquidity risk

ALM

IRRBB

Treasury risk

Risk reporting

Stakeholder liaison

English/Chinese communication

Education

University degree or above in Finance, Economics, Accounting, Mathematics, Statistics, Risk Management or related quantitative discipline

Job description

• Monitor and assess compliance with applicable regulatory and internal liquidity requirements, including LCR, NSFR, LMR, CFR and other liquidity ratios, limits, triggers and early-warning indicators, as applicable to the Bank.
• Review the appropriateness of liquidity-risk assumptions and methodologies, including deposit run-off, drawdown of committed facilities, loan prepayments, contingent liabilities, secured-funding haircuts, collateral outflows, derivative-related cash flows, funding rollover assumptions and asset-monetization capacity.
• Conduct, coordinate and review liquidity stress testing. Assess the adequacy of stress scenarios, assumptions, liquidity-survival metrics, management actions and remediation plans under idiosyncratic, market-wide, combined and multi-currency stress events.
• Monitor, measure and report the Bank’s IRRBB exposures from both Economic Value of Equity (“EVE”) and Net Interest Income (“NII”) perspectives.
• Review IRRBB exposures by material currency, product, portfolio, business unit and legal entity, with particular attention to non-maturity deposits, fixed-rate loans and mortgages, investment securities, wholesale funding, managed-rate products and hedging derivatives.
• Prepare clear, timely risk reports, dashboards and committee papers for ALCO, senior management, Risk Management Committee and Board/Board Risk Committee. Highlight key exposures, risk trends, limit utilization, stress-test results, material assumptions, etc.
• Liaise closely with Treasury, Finance, Operations, IT, business units and Head Office functions to ensure the completeness, timeliness, consistency and accuracy of risk data, regulatory returns and management information.

Requirements

• University degree or above in Finance, Economics, Accounting, Mathematics, Statistics, Risk Management or another relevant quantitative discipline.
• At least 5 years of relevant experience in a commercial bank, regulatory authority, or financial institution, with substantial practical exposure to liquidity risk, ALM, IRRBB, Treasury risk, balance-sheet management.
• Professional qualifications such as CFA, FRM, CPA/ACCA, actuarial qualification or equivalent are advantageous.
• Sound knowledge of HKMA liquidity-risk requirements, including the Bank’s applicable regulatory liquidity standards and reporting obligations, as well as HKMA Supervisory Policy Manual modules LM-1 and LM-2.
• Strong understanding of LCR, NSFR, LMR, CFR, liquidity-risk appetite, funding-concentration risk, cash-flow mismatch, intraday liquidity, liquidity buffer management, liquidity stress testing and Contingency Funding Plan governance.
• Strong knowledge of HKMA and Basel principles for IRRBB, including EVE and NII metrics, standardised interest-rate shock scenarios, supervisory expectations for non-maturity deposits, behavioural optionality, stress testing, outlier assessment and capital adequacy considerations.
• Excellent written and verbal communication skills in English/Chinese; proficiency in Chinese and Putonghua is preferred.

Applicants who are not contacted within 8 weeks may consider their applications unsuccessful and their personal data will be retained by the bank for a period up to two years.

All information provided by applicants will be used for recruitment purposes only and will be used strictly in accordance with the bank's personal data policies, a copy of which will be provided upon request.