Senior Liquidity Risk Management Manager

Job level Senior
Work exp Minimum 7 Years
Education Bachelor Degree
Location
Sheung Wan Hong Kong Island, Hong Kong
Employment type Full Time
Benefits 13-month pay, Education subsidies, 5-day week, Insurance plan, Medical plan, Performance bonus
Industry Financial Services
Job function Accounting > Accountant
Banking / Finance > Others
Published On 14/07/2018 2018-07-14

Responsibilities:

  • To develop liquidity risk management framework and formulate policies and procedures to meet with HKMA and/or MAS requirement, covering maximum cumulative outflow, stress testing, LMR, CFR, LCR, NSFR, liquidity metrics, liquidity cushion, intra-day liquidity and contingency funding plan.
  • To develop interest rate risk management framework and formulate policies and procedure to meet with HKMA and/or MAS requirement
  • To review and design stress test scenarios from different risk aspects, and to link stress impacts to different measures as well as to develop relevant liquidity contingency plan
  • To liaise with the Group to implement its liquidity risk and ALM management systems
  • To guide junior staff to integrate liquidity risk information from the bank group’s subsidiaries to produce reports, ratio, limits on a consolidated basic
  • To guide junior staff to prepare monthly MIS reports and reporting package to senior management or Risk Committees
  • To work with the Group Analytical team to develop behavioral modelling for liquidity or interest rate risk profiling.

 

Requirements:

  • Degree in Accounting, Finance, Risk Management or relevant disciplines
  • Minimum 7 years' relevant experience in banking industry
  • Candidate with qualifications of CPA/ FRM / CFA candidate is preferred
  • Strong analytical and report writing skills
  • Good knowledge in HKMA regulatory requirements
  • Good communication and presentation skills 
  • Proficient in using Excel and other database management software skills

 (Candidate with less experience will be considered for the position of Liquidity Risk Management Manager)

 

Attractive remuneration package will be offered to the right candidate.  Please apply with full resume stating present & expected salary and contact phone number to The Human Resources Manager, 10/F, 161 Queen’s Road Central, Hong Kong. Please quote the reference.

Personal data collected will be used for recruitment purpose only.  For more information, please visit our website: http://www.ocbcwhhk.com.