banner
Job ref no.: Senior Manager, Risk Control (CT3130690-01#0856)
Dah Sing Financial Group

Senior Manager, Risk Control

Dah Sing Financial Group

Job Purpose:

To lead the risk management functions in relation to interest rate risk in the banking book (IRRBB) and maintain the stress testing program of the Bank, covering a wide range of risk factors.

Main Responsibilities:

  • Measure, monitor and control the IRRBB exposures against approved risk limits and appetite;
  • Maintain proper policies and procedures on IRRBB management;
  • Maintain and develop risk reports for internal risk monitoring as well as regulatory reporting in accordance with the applicable regulatory standards and requirements;
  • Maintain and execute the stress testing program and policies for different risk factors including the stress testing for ICAAP, recovery planning, capital planning as well as the regulator driven stress testing;
  • Perform risk analysis, simulations and regular and ad hoc reporting assigned by the Department Head and senior management including the Asset & Liability Management Committee and other risk committees.

Requirements:

  • Over 7 years’ experience in the risk management of treasury and asset and liability management related areas in the banking industry;
  • Hands-on experience in database management or statistical tools, e.g. SQL, SAS, VBA, etc.;
  • University degree in Finance, Risk Management or equivalent; holder of CFA or FRM an added advantage;
  • Good knowledge in treasury markets, products, regulatory requirements on risk management and capital adequacy;
  • Good interpersonal skills and a good team member.

Please note that only shortlisted candidates will be notified.

More job information
Job ref no. Senior Manager, Risk Control (CT3130690-01#0856)
Salary
Job Function
Industry
Location
  • Wanchai
Employment Term
  • Permanent
  • Full-time
Experience
  • 7 years - 12 years
Career Level
  • Middle management level
Education
  • Degree