VP, Liquidity Risk Management

知名投行券商招VP, Liquidity Risk Management

另外， 多家中资投行券商招募Risk 人才，包括Credit risk, Counterparty Risk （Associate-D），FICC Risk，Market Risk (VP), Model Risk (VP-ED)

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VP, Liquidity Risk Management, Risk Management

VP, Liquidity Risk Management, Risk Management

Key Accountabilities

1. Develop FX & Interest Rate Risk of the company's Banking Books (FXIRRBB) framework and monitoring mechanism, to ensure fully compliance of regulatory requirement, group risk appetite and to meet the need of internal risk management;
2. Formulate, maintain and update FXIRRBB risk policies and guidelines and lead the review process;
3. Establish FXIRRBB limit structure on various levels of business and develop related risk quantification methodology;
4. Responsible for daily FXIRRBB risk reporting, analysis, monitoring and escalations;
5. Participate in group and company related investigation and research project as well as stress testing analysis on aggregate or entity level; coordinate cross-department to carry out FXIRRBB analysis;
6. Lead and carry out ad hoc FXIRRBB management and enhancement project upon request from Head Office, regulators and management;
7. Review and comment on new business/ new products from FXIRRBB management perspective;
8. Work with other stakeholders to develop and maintain FXIRRBB risk systems;
9. Assist department and team heads in handling ad hoc risk management tasks and projects.

Skills & Experience

1. Bachelor or above degree in Risk Management, Finance, Economics, Accounting or any related discipline. CFA, FRM o CPA preferred;
2. More than 10 years of experience in financial institution risk management (incl. at least 8 years in market risk or banking book interest rate/FX risk management). Understanding of HKMA /SFC regulatory requirements will be a plus;
3. Candidates with over 2 years of full time working experience in Hong Kong or overseas is considered as an advantage;
4. Familiar with investment banking business and common financial market products with solid knowledge of banking book interest rate/ FX risk management and stress testing;
5. Proactive, detail-oriented and able to multi-task;
6. Strong Excel data processing skills and knowledge of BA coding will be a plus;
7. Excellent communication and writing skills in English and Chinese.