Assistant Vice President / Manager, Market Risk (Banking Book)

Description:

The successful candidate will provide analysis and support to Interest Rate Risk in Banking Book (IRRBB) and liquidity risk management related tasks. The job holder will be required to help the bank develop risk management policy, design risk control work flow and conduct risk assessments on IRRBB and liquidity risk, understand the behavioural models.

Responsibilities:

• Identify and quantify IRRBB and liquidity risk exposures associated with the Bank’s activities.  Ensure proper escalation, authorization and reporting for any limit excess
• Conduct stress tests on various risk factors on regular and ad hoc basis
• Liaise, build relationship and communicate effectively with traders and stakeholders
• Review limit structures, policies and procedures to ensure compliance with internal policies and regulatory requirements
• Review new product / business initiatives
• Support related system enhancement projects and other risk initiatives

Requirements:

• Degree holder in Economics, Finance, Quantitative Analysis or related disciplines
• At least 7 years relevant experience in Asset and Liability Management, Finance or Risk Management areas
• Good knowledge of updated regulatory requirements in market risk management, particularly in interest rate risk and liquidity risk
• Familiar with general banking activities, treasury business and financial products
• Self-motivated, proactive, independent with good organization and problem solving skills
• Ability to identify innovative approach to existing work methods.  Encourage and support a culture of continuous improvement
• Strong computer skills particularly in Excel and VBA (hands-on experience in ALM system would be a plus)

(Candidate with less experience may be considered for Manager)

Attractive remuneration package will be offered to the right candidates. Interested parties please send your full resume with current and expected salary to the Human Resources Division [via CTgoodjobs Apply Now ] or by post to G.P.O. Box 139, Hong Kong.

Please visit us at www.shacombank.com.hk for more information about our Bank.

All personal data collected will be used for recruitment related purposes strictly in accordance with the Bank's personal data policies, a copy of which will be provided immediately upon request by contacting our Personal Data Compliance Officer. Applicants who are not contacted within two months may consider their applications unsuccessful and the personal data collected from the applicants will be retained for no longer than two years from the date of rejection during which the applicants may be considered for other suitable positions within the Bank.