Responsibilities 

• Maintain and review market risk, liquidity risk and interest rate risk policies. 
• Work closely with Finance and Treasury to manage market risk, liquidity risk and interest rate risk issues. 
• Monitor bank’s risk level to fulfil the requirements of relevant policies and limits in areas of market risk, liquidity risk and interest rate risk, such as FXNOP and mark-to-market P/L for bond portfolio. 
• Implement the market risk and liquidity risk stress test programme with regular review on suitability and appropriateness of methodologies, parameters and scenario settings. 
• Prepare market risk, liquidity risk and interest rate risk reports to the regulator, ALCO and senior management. 
• Participate the new product and new business initiatives. 

Requirements 

• 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 relevant experience in market risk management and liquidity risk management. 
• Familiar with Bloomberg MARS. 
• Self-motivated and willing to work under pressure. 
• Good command of both written and spoken English and Chinese. 
• Less experience would be considered as Market and Liquidity Risk Manager.