Responsibilities:

• Responsible for Liquidity risk management and Interest Rate Risk management on Banking Book (IRRBB), including policy review, monitoring of risk indicators, system enhancement, etc.;
• Prepare liquidity risk and IRRBB risk reports in timely manner and investigate significant exposure changes and limit excess;
• Perform liquidity risk and IRRBB stress testing, review stress testing methodology and models, make adjustments if necessary;
• Keep abreast of the latest regulatory requirements, assess its impact on businesses/products and assist in implementing;
• Update the Branch’s Recovery Plan by working together with other departments;
• Prepare documentation, spreadsheets and relevant MIS reports as required by the Branch's policies and procedures;
• Other ad-hoc tasks as assigned by team head and department head.

Requirements:

• Degree in Accounting, Economics, Finance or related disciplines, CPA, CFA or FRM is a plus;
• Solid knowledge and practical experience in HKMA regulatory requirements;
• At least 3 years of relevant working experience, preferably in risk management, candidates from Big 4 with FS client base are also welcome;
• Proficient in English and Chinese (both writing and speaking), Putonghua is a plus;
• Skilled in MS Office, including Excel, Word and Powerpoint, Python is a plus;