Job Opportunities API

Job Objective A risk controlling role in a team responsible for implementing and maintaining the liquidity risk control framework, ensuring the effectiveness of internal/regulatory reporting and risk data analytics and processes supporting treasury and asset-liability management activities undertaken in Hong Kong Principal Responsibilities • Prepare internal risk reports (e.g. Internal Liquidity Adequacy Test, Liquidity Coverage Ratio, Net Stable Funding Ratio, Core Funding Ratio) and carry out liquidity risk limit monitoring • Implement liquidity risk control framework and processes, supporting treasury and asset-liability management activities undertaken in Hong Kong • Participate in preparation, submission, and disclosures relating to regulatory risk standards • Support the preparation of risk updates to risk oversight committees • Participate in User Acceptance Test (“UAT”) exercises arising from system / risk engine changes • Carry out risk data analytics to shape insights for decision-making, and continuous improvements in efficiency and robustness of internal/regulatory reporting • Support the preparation of risk updates to risk oversight committees, including the use of any tools (e.g. dashboards) • Support the development of AI tools to facilitate work effectiveness and efficiency Key Accountabilities • Clear analysis and commentaries on the drivers affecting risk metrics / stress testing results • Well-formulated assumptions with sound basis underlying stress testing exercises • Succinct and clear materials prepared for risk oversight committees • Efficient and robust reports production and regulatory returns submission involving significant degree of automation • Robust UAT supporting sign-off of source system / risk engine changes • Streamlining existing working procedure via automation/ AI development. Relevant Experience • Relevant experience in asset-liability management and/or liquidity risk management or liquidity related regulatory reporting with a sizeable financial institution Functional / Technical Competencies • Good working knowledge on the end-to-end reporting process (including source and cascade of data to the reporting engine and output) and able to work with upstream stakeholders to troubleshoot • Strong analytical skills with logical reasoning and critical thinking mindset • Basic accounting knowledge • Basic knowledge of banking products • Technical skills relating to data management is an advantage • Understanding of ALM risk and regulatory requirements in Hong Kong is an advantage, e.g. Liquidity Coverage Ratio, Net Stable Funding Ratio • Relevant knowledge on AI engineering/ infrastructure or Machine learning model development is an advantage. • Excellent communication, interpersonal skills and stakeholder management • A good team player, result-oriented, with strong sense of ownership Education and Professional Qualification • Bachelor’s degree holder in risk management, statistics, quantitative discipline or finance • Chartered Financial Analyst and/or Financial Risk Manager designation is an added advantage • Qualified for Enhanced Competency Framework on Treasury Management (e.g. TMA full member) is an advantage Location: The Center Job: Risk Management Schedule: Regular Employee Status: Full time