AVP Liquidity Risk - Market Risk Department
Hong Kong, Hong Kong


A well-established corporate bank in the region is currently seeking a AVP Market and Liquidity Risk Manager to join the Market Risk Department to measure market and liquidity risks and evaluate risk and returns for the bank exposure.

Role Responsibilities

  • You will support the market and liquidity risk team with regular review, monitoring and making proposal on enhancement related to Liquidity Risk;
  • Responsible for liquidity stress tests, recovery plan and investigate irregular / abnormal variance on risk / position.
  • Prepare regular reports, materials and minutes regular meetings;
  • Keep abreast of regulatory requirement for liquidity risk management;
  • Prepare validation and UAT for the new system / models;
  • Handle daily routine tasks on market risk which includes ensuring accuracy of market data obtained from market provider;
  • and performing end of day closing operation, including investigation into irregular / abnormal variance in P / L and risk positions.


  • Minimum 3 to 5 years' experience in Market and Liquidity Risk Management with knowledge of treasury products;
  • Bachelor's Degree in Risk Management, preferably with CFA qualification;
  • Written and spoken English, Cantonese and Mandarin is essential;
  • Proficiency in MS Office and MS SQL; Knowledge of spreadsheet programming
  • If you believe you have the relevant skill and experience and is interested in this position, kindly get in touch with Jack Leung at with your CV and contact details or call +852 3901 8971 to engage in a confidential discussion.


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