Manager, Risk Management and Control
 

Job Purpose: 

To perform a wide range of risk management functions including risk analysis, monitoring and reporting, valuation, risk system development, risk assessment on new products, stress testing, etc. covering market risk, interest rate risk and liquidity risk.

 

Main Responsibilities:

  • Ensure proper maintenance of the risk systems including the booking and risk mapping of asset and liability data and derivative transactions, as well as market data as recorded in system;
  • Perform risk system configurations for setup of risk factors, yield curves, stress scenarios to support risk measurement and stress testing;
  • Provide user requirements and conduct UAT for system development projects related to new products, internal system enhancement, regulatory reporting projects, group-wide consolidated reporting, etc.;
  • Perform risk analysis, measurement and valuation on the risk positions;
  • Maintain and develop risk reports for internal risk monitoring as well as regulatory reporting in accordance with the applicable regulatory standards and requirements;
  • Perform any ad hoc tasks assigned by the Department Head and senior management including the Asset & Liability Management Committee and other risk committees.

Requirements:

  • Over 5 years’ experience in the risk management of treasury and asset and liability management related areas in banking industry;
  • Hands-on experience in database management, Excel and statistical tools, e.g. SQL, VBA, SAS, etc.; 
  • University degree in Finance, Risk Management or equivalent; holder of CFA or FRM an added advantage;
  • Good knowledge in treasury markets, products, local and international regulatory requirements, systems and accounting process, etc.;
  • Good interpersonal skills and a good team player.
 

Please note that only shortlisted candidates will be notified.



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