Key Responsibilities:
1. Liquidity Risk / IRRBB / Market Risk Oversight

• Monitor and assess the institution’s liquidity risk and IRRBB exposures.

• Develop and maintain risk metrics, limits, and early warning indicators.

• Conduct stress testing and scenario analysis.

• Support the review and challenge of Treasury and ALM activities.

• Provide insights and recommendations to senior management on risk exposures and mitigation strategies.

• Collaborate with Treasury and Finance teams to optimize funding sources, cash flow projection, and buffers for liquidity and IRRBB.

• Conduct regular liquidity and IRRBB risk assessments to identify potential vulnerabilities and recommend mitigation strategies.

 2. Model Governance & Validation

• Perform independent validation of all types of risk models

• Review model documentation, assumptions, methodologies, and performance.

• Ensure compliance with internal model governance policies and regulatory expectations.

• Collaborate with model owners and developers to address validation findings and enhance model robustness.

• Provide secretarial support to the Model Governance Committee.

3. Policy, Stakeholder Engagement & Ad Hoc Support

• Contribute to the development and periodic review of risk policies and frameworks.

• Ensure alignment with regulatory requirements and industry best practices.

• Engage with internal stakeholders including Treasury, Finance, ALM, Risk Analytics, and Compliance.

• Prepare risk reports and presentations for senior management and risk committees.

• Handle ad hoc tasks and analysis related to risk management and governance.

Qualifications & Experience:

• Bachelor’s or Master’s degree in Finance, Risk Management, Economics, Mathematics, or related field.

• 5+ years of experience in risk management, with exposure to liquidity risk, IRRBB, market risk, and model governance.

• Hands-on experience in model validation across multiple risk domains is essential.

• Familiarity with regulatory requirements (e.g., Basel III, HKMA) and banking products.

• Strong organizational and communication skills, especially in committee support and documentation.

Key Competencies: 

• Strong quantitative and analytical skills, including knowledge in modeling, stress testing, and data analysis.

• Familiar with banking products, balance sheet dynamics, and market influences on liquidity and interest rates.

• Ability to thrive in a fast-paced and regulated environment.

• Effective communication and stakeholder management abilities.

• Strong organizational skills and ability to manage multiple priorities.

• High level of integrity and professional ethics.

Mandatory Reference Checking Scheme

Mandatory Reference Checking Scheme (MRC Scheme) may be applicable for certain relevant positions. It is a standardised reference-checking arrangement that is designed to support the integrity of "authorized institutions" regulated by the Hong Kong Monetary Authority (HKMA). Pursuant to the MRC scheme, our Bank will conduct a mandatory reference check by requesting information from each relevant former and current employer of applicants. For more details about the MRC Scheme, please visit the website of the Hong Kong Association of Banks: https://www.hkab.org.hk/en/page/5/mandatory-reference-checking-scheme-phase-2

Applicants who are not invited for an interview within the 8 weeks after submission of application may assume their applications are unsuccessful. We may review applications received for suitability for other posts within the Company. All personal data provided will be treated in strict confidence and used strictly for recruitment-related purposes only. We shall retain the personal data of unsuccessful applicants for a period of 24 months upon receipt of such application.

ZA Bank, licensed by the HKMA in 2019, is Hong Kong's first and largest digital bank. With 800,000 users as of 30 June 2024, it leads the city's digital banking sector in customer base and deposits. ZA Bank's "Community-Driven" approach actively involves users in product development, resulting in tailored financial services for individuals, SMEs, and Web3 enterprises. The bank offers a comprehensive range of services including banking, investment, insurance, and business solutions. ZA Bank continues to innovate in Hong Kong's financial landscape. It operates as a subsidiary of ZA Global, established in 2017, to explore global fintech and insurtech opportunities.