Posted on 2022-12-02
Chiyu Banking Corporation Limited

Risk Manager (Interest Rate and Liquidity Risk)

Chiyu Banking Corporation Limited

Responsibilities:

  • Assist in implementing enhanced risk management framework.
  • Provide the risk oversight of liquidity risk and interest rate risk management.
  • Maintain and review Interest Rate Risk and Liquidity Risk Management policies to ensure its compatibility with the business strategies & risk appetite.
  • Translate management / business strategies into executable and effective actions via pro-active analysis on workflow and risk management process and advisory on any improvements.
  • Work closely with and be a key coordinator with Finance, Treasury and other relevant department in resolving daily and/or ad- hoc Interest Rate Risk and Liquidity Risk management issues and negotiating with internal or external counterparts independently.
  • Monitor bank’s risk level to fulfill the requirements of relevant policies and limits in areas of interest rate risk in Banking Book and Liquidity Risk, and follow up the limit excess events.
  • Implement the Interest Rate Risk and Liquidity Risk stress test programme with regular review on suitability and appropriateness of methodologies, parameters and scenario settings.
  • Prepare Liquidity Risk and Interest Rate Risk management reports to ALCO and senior management.
  • Independently be responsible for projects and Basel III / regulatory related issue(s), particularly on the new liquidity risk management requirements under Basel III (i.e. LCR / NSFR).
  • Participate the new product and new business initiatives
  • Involve in related system enhancement projects, provide users specification and requirements.
  • Carry out any Interest Rate Risk, Liquidity Risk and other related risk management duties as from time to time assigned by the Senior Management.

Requirements:

  • Degree holder in Accounting, Finance, Risk Management, or related disciplines
  • Professional qualification in CPA, ACCA, CFA, FRM or equivalent will be an advantage, accounting background / knowledge would be a bonus.
  • Minimum 5 years’ experience in the banking industry preferably with relevant experience in Asset Liability Management (ALM), liquidity risk Management and/or interest rate & liquidity risk regulatory reporting.
  • Sound knowledge in asset & liability management & regulatory requirements.
  • Good understanding and experience in Basel II/III particularly in liquidity risk management.
  • Good accounting knowledge, including related systems and applications.
  • Hand-on experience in various systems such as accounting, ALM and Treasury system.
  • Self-motivated and willing to work under pressure.
  • Good command of both written and spoken English and Chinese
  • Proficient Good command of MS Office and computer analytic applications such as SAS, SQL and Macro

(For those with less working experience will consider the role of Assistant Manager)

We offer competitive packages and promising career opportunities to the right candidates. Please send your full resume with current salary, expected salary and the date of availability to The Human Resources Department, Chiyu Banking Corporation Ltd, 12/F, Chiyu Bank Building, No. 78 Des Voeux Road Central, Hong Kong or fax to 2986-3233 or by clicking Apply Now.

Information provided will be treated in strict confidence and only be used for recruitment purposes. All personal data of unsuccessful applicants will be destroyed after the recruitment exercise. A copy of Personal Information Collection Statement is available upon request.

More job information
Salary
Benefits
  • 5-day week
  • Discretionary bonus
  • Education subsidies
  • Housing allowance
  • Medical plan
Job Function
Location
  • Central
Industry
Employment Term
  • Permanent
  • Full-time
Experience
  • 5 years - 10 years
Career Level
  • Middle management level
Education
  • Degree