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:

Job:

Schedule:

Employee Status: