Market & Liquidity Risk, Liquidity Risk Controller

Job Description

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 Show More