Senior Manager, Risk Control
 

Job Purpose: 

To maintain the stress testing program of the Bank and to perform the risk management functions in relation to capital management matters and interest rate risk in the banking book (IRRBB).

Main Responsibilities:

  • Maintain and execute the stress testing program and policies including the review of assumptions and methodologies; Play a central role in bank-wide stress testing such as stress tests for ICAAP, recovery planning, capital planning as well as the regulator driven stress testing;
  • Handle risk-related capital management matters such as ICAAP review, recovery planning, capital triggers;
  • 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;
  • Perform regular and ad hoc risk analysis, simulations and 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, asset and liability management or finance 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.



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