Risk Manager, Interest Rate & Liquidity Risk (Banking)

Hong Kong Job Consulting; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

Hong Kong Job Consulting is seeking a Risk Manager for Interest Rate & Liquidity Risk (Banking) in Hong Kong. The role supports risk oversight, stress testing, and Basel III initiatives, coordinating with Finance, Treasury and other departments.

The candidate should have a minimum of 5 years in banking, strong knowledge of ALM and liquidity/interest rate risk, and good command of English and Chinese. Basel II/III familiarity is essential, along with proficient MS Office and analytics tools

Qualifications

• Degree holder in Accounting, Finance, Risk Management, or related disciplines.
• Professional qualification in CPA, ACCA, CFA, FRM or equivalent will be an advantage.
• Minimum 5 years’ experience in the banking industry preferably with ALM, liquidity risk management and/or regulatory reporting.
• Solid knowledge in Basel II/III particularly in liquidity risk management.
• Good command of English and Chinese; proficient with MS Office and analytics tools (SAS, SQL, Macro).

Responsibilities

• Assist in implementing enhanced risk management framework.
• Provide the risk oversight of liquidity risk and interest rate risk management.
• Maintain and review Interest Rate Risk and Liquidity Risk Management policies to ensure compatibility with business strategies and risk appetite.
• Translate management strategies into executable actions via risk analysis and process improvements.
• Collaborate with Finance, Treasury and other departments to resolve risk issues and liaise with internal/external counterparts.
• Monitor risk levels to comply with policies and limits in Banking Book interest rate and liquidity risk.
• Prepare Liquidity and Interest Rate Risk management reports to ALCO and senior management.
• Lead Basel III/regulatory related projects, including new liquidity risk requirements (LCR/NSFR).

Skills

ALM

Risk management

Analytical

English-Chinese bilingual

Education

Bachelor's degree in Accounting, Finance, Risk Management, or related disciplines

Tools

SAS

SQL

Macro

MS Office

Job description

Job Openings Risk Manager, Interest Rate & Liquidity Risk (Banking)

About the job Risk Manager, Interest Rate & Liquidity Risk (Banking)

Risk Manager,Interest Rate & Liquidity Risk (Banking)

A fast-growing China-based Bank in Hong Kong is looking for a high-calibre Risk Manager in supporting Bank’s risk oversight, interest risk, liquidity risk stress test and project on BASEL III.

Responsibilities:

• Assist in implementing enhanced risk management framework
• Provide the risk oversight of liquidity risk and interest rate risk management
• Maintain and review Interest Rate Risk and Liquidity Risk Management policies to ensure its compatibility with the business strategies & risk appetite
• Translate management / business strategies into executable and effective actions via pro-active analysis on workflow and risk management process and advisory on any improvements
• Work closely with and be a key coordinator with Finance, Treasury and other relevant department in resolving daily and/or ad- hoc Interest Rate Risk and Liquidity Risk management issues and negotiating with internal or external counterparts independently
• Monitor bank’s risk level to fulfill the requirements of relevant policies and limits in areas of interest rate risk in Banking Book and Liquidity Risk, and follow up the limit excess events
• Implement the Interest Rate Risk and Liquidity Risk stress test programme with regular review on suitability and appropriateness of methodologies, parameters and scenario settings
• Prepare Liquidity Risk and Interest Rate Risk management reports to ALCO and senior management
• Independently be responsible for projects and Basel III / regulatory related issue(s), particularly on the new liquidity risk management requirements under Basel III (i.e. LCR / NSFR)
• Participate the new product and new business initiatives
• Involve in related system enhancement projects, provide users specification and requirements.
• Carry out any Interest Rate Risk, Liquidity Risk and other related risk management duties as from time to time assigned by the Senior Management

Requirements:

• Degree holder in Accounting, Finance, Risk Management, or related disciplines
• Professional qualification in CPA, ACCA, CFA, FRM or equivalent will be an advantage, accounting background / knowledge would be a bonus.
• Minimum 5 years’ experience in the banking industry preferably with relevant experience in Asset Liability Management (ALM), liquidity risk Management and/or interest rate & liquidity risk regulatory reporting.
• Sound knowledge in asset & liability management & regulatory requirements.
• Good understanding and experience in Basel II/III particularly in liquidity risk management.
• Good accounting knowledge, including related systems and applications.
• Hand-on experience in various systems such as accounting, ALM and Treasury system.
• Self-motivated and willing to work under pressure.
• Good command of both written and spoken English and Chinese
• Proficient Good command of MS Office and computer analytic applications such as SAS, SQL and Macro
• Candidates with less experience will be considered as Assistant Manager Level