Liquidity Risk Management - AVP level
Banking Industry
Hong Kong, Hong Kong

Liquidity Risk Management - AVP level Description Responsibilities : Responsibility for providing independent risk oversight of liquidity risk management for the APAC region.

Execute a comprehensive and granular programme of liquidity and second line of defence and ensure that the system is performing as designed.

This role requires deep understanding of liquidity risk, funding products and tools employed to manage Enterprise wide liquidity risk.

Understanding of its sources and uses, resulting risks, and the reporting, governance and processes employed to manage liquidity risk.

Support the build out of an effective Liquidity risk management second line function. Review entire stress testing process as it pertains to liquidity including but not limited to the scenarios that are chosen for the stress tests and assumptions made on liquidity of both assets and liabilities.

Perform and document independent analysis on the assumptions to ensure independent viewpoint. Support and refine existing stress model assumptions and controls including their limits, guidelines, and model framework.

Provide analytical support to generate an independent viewpoint and document appropriate challenges particularly relating to independent testing of assumptions.

Review both liquidity risk management policies, limits, standards, controls, metrics and thresholds and ensures they are within the defined corporate standards approved by the Board and ALCO.

This includes annual reviews of the Contingent Funding plan. Review Front Line Units and the Enterprise's governance processes to ensure Liquidity Risk taken is in accordance with the corporation's Risk Appetite and that the proper risk framework is deployed to measure, monitor and control the risk.

Keep up to date on new regulations relating to Liquidity Risk management issued and reviewed by the PRA, Basel committee on Banking Supervision, and any other relevant regulator.

The Successful Candidate : At least 5 to 6 years of relevant experience in liquidity risk management, balance sheet management, ALM or market risk management.

Practical experience of running a balance sheet within the group, either at branch level or as part of larger Balance Sheet Management desk, or its equivalent at a rival bank.

Practical experience of funding gaps and the importance of liquidity management. Exposure to demanding operational environments to gain insight into effective risk management applications.

Good knowledge of vanilla derivative markets products and relevant traded markets. Working knowledge of complex derivative markets products and relevant traded markets.

Good knowledge of cross market funding, and asset transformation. Good understanding of credit risk, the cost of credit, and the effects of limiting credit.

Strong presentation and communication skills in fluent English. Country Hong Kong Company Banking Industry Salary US$90,000 -

US$100,000 Working Hours Full-Time Contract Permanent Categories FX & Money Markets, Operational / Credit / Market Risk Mgt Industries null

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