VP - Liquidity Risk (Treasury)

A leading integrated securities group from China has a new headcount in their Liquidity Management team in Hong Kong. We are currently hiring a VP - Liquidity Risk (Treasury)! Ideal candidate must have a minimum of 7 years of solid experiences in liquidity risk management, market risk management or counterparty risk management.

Responsibilities:

• Cash flow calculation and prediction for various derivatives business.
• Perform liquidity stress testing, review methodology and results, improve scenario and models.
• Assess New business or product liquidity risk, put forward control opinions and measures.
• Design and monitor liquidity risk control indicators/early warning indicators, set up limits to keep liquidity risk within control.
• Contribute to review and improve the existing liquidity risk management policies and manual.
• Leading the company's liquidity risk emergency work, formulate liquidity emergency plans and carry out emergency drills
• Assist in constructing liquidity risk management system.

Requirements:

• Full-time master degree or above, major in finance, mathematics, statistics, computer, physics, etc.
• Proficient in at least one data analysis language such as Matlab, R, Python, Excel VBA, etc.
• Minimum 7 years solid experience on one of the following areas: liquidity risk management or market risk management or counterparty risk management, preferably in counterparty risk management.
• Solid knowledge in risk management methods and financial products, especially in derivatives (TRS，Future，options，IRS，FX) and structured products pricing and key risk factors.
• Familiar with the regulatory requirements in liquidity risk by CSRC，HK SFC and HKMA.
• Excellent analytical, communication and interpersonal skills.
• Professional qualification in CFA or FRM is preferred.
• Good written and verbal communication skills in both Mandarin and English.