Key Areas of Responsibilities
* Monitor the liquidity risk (Treasury, FICC, EQD, etc.) appropriately and manage their risk limits on daily basis, including but not limited to LCR, NSFR, gap analysis.
* Produce risk reports as required on regular basis (daily/monthly) and ad-hoc.
* Perform risk analysis such as stress testing and scenario analysis.
* Liaise with front office closely to understand the business models, identify the risks for new business/products.
* Participate in various projects and NPAs as required.
* Work with IT team to build up web-based liquidity risk reports/dashboards.
* Bachelor degree (above) holder in Risk Management / Finance / Economics / Accounting or related discipline(s).
* 3-5 years relevant experience in liquidity risk management.
* Very good knowledge of liquidity risk measures like LCR, NSFR etc.
* Wide and deep understanding of the market.
* Proficient in using VBA and database management software skills like SQL
* Very good communication and interpersonal skills, can work under pressure.
* Excellent command of spoken and written communications in English & Chinese (including Putonghua).