Capital Risk Management

You will be working in a dynamic regional team along with experienced professionals with a focus on managing the bank's capital risk.

Responsibilities:

- Providing independent risk oversight of capital risk management HBAP.
- Assisting in the rollout of a SLOD for Capital Risk

- Providing ongoing oversight, review & challenge and enforcing compliance with HKMA and/or other applicable local regulation for Capital
- Overseeing risk-weighted assets and regulatory capital management processes to ensure efficient and appropriate management of the firm’s capital.

- Assist in defining and providing constructive challenge to the capital strategy for the region
- Work closely with the ALCM team to ensure appropriate measurement, monitoring and reporting of key capital metrics
- Capital Policy and Risk Appetite – provide guidance and proposals on setting policy and risk appetite to the Risk Steward
- Implementing a capital risk framework for sizing capital requirements including use of internal stress testing framework and interpreting regulation in conjunction with other stakeholders, providing capital oversight so that maintains adequate capital both in normal market conditions as well as during periods of stress.
- Work effectively with the Regional ALCM, Reg Policy, Reg Reporting and Stress testing.
- Actively engage with Liquidity and Capital Risk Managers in other Regions to ensure knowledge sharing, best practices and consistency in approach is achieved.
- Oversees the end-to-end regulatory capital management processes, to ensure efficient and appropriate management of our capital, during BAU and stress. The job holder will also work with other functions to establish control and governance best practices and accountability for the regulatory capital process.
- Set standards for managing Capital risk, including risk appetite and impact assessments/responses to changes in regulations, ensuring that they are aligned to Group deliverables.
- Develop risk management policies, limits, stress testing capabilities, analytics, system support and reporting infrastructure.

Requirements;

- Experience of managing CET1 Ratio, Leverage Ratio, Double Leverage, Structural FX, Capital Issuance and RWA optimization (first or second line)..
- Strong understanding of Recovery and Resolution framework (first or second line).
- Strong knowledge of risk-related regulations, their application/impact in the banking industry with a specific understanding of monetary policy as well as key capital regulations.
- Extensive knowledge and experience of balance sheet, income statement dynamics and capital risk issues.
- Strong knowledge and understanding of key market, capital risk drivers.
- Strong understanding of global financial markets and products.
- Strong understanding of Valuation and Hedging.
- Ability to form effective relationships and achieve influence