Market & Liquidity Risk, Liquidity Risk Controller

Job Objective A risk controlling role in a team responsible for implementing and maintaining the liquidity risk control framework, ensuring the effectiveness of internal/regulatory reporting and risk data analytics and processes supporting treasury and asset-liability management activities undertaken in Hong Kong Principal Responsibilities Prepare internal risk reports (e.

g. Internal Liquidity Adequacy Test, Liquidity Coverage Ratio, Net Stable Funding Ratio, Core Funding Ratio) and carry out liquidity risk limit monitoring Implement liquidity risk control framework and processes, supporting treasury and asset-liability management activities undertaken in Hong Kong Participate in preparation, submission, and disclosures relating to regulatory risk standards Support the preparation of risk updates to risk oversight committees Participate in User Acceptance Test (“UAT”) exercises arising from system / risk engine changes Carry out risk data analytics to shape insights for decision-making, and continuous improvements in efficiency and robustness of internal/regulatory reporting Support the preparation of risk updates to risk oversight committees, including the use of any tools (e.

g. dashboards) Support the development of AI tools to facilitate work effectiveness and efficiency Key Accountabilities Clear analysis and commentaries on the drivers affecting risk metrics / stress testing results Well-formulated assumptions with sound basis underlying stress testing exercises Succinct and clear materials prepared for risk oversight committees Efficient and robust reports production and regulatory returns submission involving significant degree of automation Robust UAT supporting sign-off of source system / risk engine changes Streamlining existing working procedure via automation/ AI development.

Relevant Experience Relevant experience in asset-liability management and/or liquidity risk management or liquidity related regulatory reporting with a sizeable financial institution Functional / Technical Competencies Good working knowledge on the end-to-end reporting process (including source and cascade of data to the reporting engine and output) and able to work with upstream stakeholders to troubleshoot Strong analytical skills with logical reasoning and critical thinking mindset Basic accounting knowledge Basic knowledge of banking products Technical skills relating to data management is an advantage Understanding of ALM risk and regulatory requirements in Hong Kong is an advantage, e.

g. Liquidity Coverage Ratio, Net Stable Funding Ratio Relevant knowledge on AI engineering/ infrastructure or Machine learning model development is an advantage. Excellent communication, interpersonal skills and stakeholder management A good team player, result-oriented, with strong sense of ownership Education and Professional Qualification Bachelor’s degree holder in risk management, statistics, quantitative discipline or finance Chartered Financial Analyst and/or Financial Risk Manager designation is an added advantage Qualified for Enhanced Competency Framework on Treasury Management (e.

g. TMA full member) is an advantage Location: The Center Job: Risk Management Schedule: Regular Employee Status: Full time