Ant International-Head of Market and Liquidity Risk-ANext Bank

Job description

We are seeking a highly experienced and strategic Head of Market and Liquidity Risk to establish and lead the second-line-of-defense risk management framework for our bank. This pivotal role will be responsible for the design, implementation, and ongoing oversight of all market, interest rate and liquidity risk policies, models, and controls. The ideal candidate will be a proactive leader, ensuring the bank's resilience in dynamic financial markets while optimizing capital and liquidity efficiency.

Risk Framework & Strategy

- Design and Implement the bank's comprehensive IRRBB (interest rate risks for banking book), Market and Liquidity Risk Management frameworks policies, and procedures to ensure forward-looking risk identification, measurement, and mitigation.

- Develop and own the Bank's Liquidity & Interest Rate Risk Management strategy, in close partnership with the Treasury department.

- Continuously optimize liquidity stress testing models, incorporating business forecasts, macroeconomic factors, and regulatory expectations.

Risk Monitoring & Control

- Oversee and monitor the bank's liquidity position, ensuring optimal maintenance of adequate liquidity reserves

- Ensure compliance with all market and interest rate risk limits and liquidity regulatory ratios.

- Lead the regular execution of sophisticated liquidity stress tests and scenario analyses, presenting results and action plans to the Asset-Liability Committee (ALCO) and Board Risk Committee.

- Spearhead the development and enhancement of the market, interest rate and liquidity risk management infrastructure, driving the automation, systemization, and data-intelligence of risk reporting.

- Prepare and present timely, accurate, and insightful reports on market, interest rate and liquidity risk exposures, limit utilization, and the overall risk profile to senior management (ALCO, CRO, CEO) and regulatory bodies.

Leadership & Governance

- Provide expert guidance to the business on the risk implications of new products, investments, and strategic initiatives.

- Foster a strong risk culture throughout the organization by promoting risk awareness and accountability.

- Stay abreast of evolving regulatory requirements and market best practices, ensuring the bank's risk management approach remains best-in-class.

Job Requirement

- Education: Degree and above in Finance, Mathematics, Economics, or a related quantitative field is highly preferred.

- Experience: Minimum of 10 years of progressive experience in market and liquidity risk management within a banking or financial institution, with at least 5 years in a leadership or managerial capacity.

- Technical Knowledge: Practical knowledge of financial markets, products (including derivatives), and risk metrics (VaR, ES, etc.). Proven expertise in liquidity risk management principles, and regulatory liquidity requirements. Strong experience with risk management systems and advanced proficiency in Bloomberg, data analysis tools (e.g., SQL, Python, R) and MS Office Suite.

- Certifications: Financial Risk Manager (FRM) or Chartered Financial Analyst (CFA) are strongly preferred.

Competencies:

- Exceptional analytical, problem-solving, and strategic thinking skills.

- Proven ability to lead, influence, and collaborate effectively with key stakeholders across the organization, including Treasury, Finance, and Business Units.

- Self-motivated with the ability to manage multiple priorities and deliver high-quality results under tight deadlines.

- A visionary mindset with a passion for building robust, scalable risk management frameworks for long-term sustainability.

- Language: Proficiency in Mandarin is advantageous for effective collaboration with Chinese stakeholders in Group.