Senior Manager, Capital Risk and Modelling

New headcounts from an international bank

Responsibilities

• Drive the overall development and effectiveness of treasury risk framework to ensure sufficiency of capital, liquidity, and funding resources across entities and business lines
• Collaborate closely with risk committees and stakeholders, including risk heads, model developers and validators, finance heads, treasury heads, etc, to optimise asset allocation strategies and implement an effective risk identification, measurement, monitoring and reporting mechanism.
• Monitor overall capital and liquidity risk framework and execution, ensure alignment to group policy as well as relevant regulatory requirements and industry best practises, including area of IRRBB, capital adequacy and liquidity risk.
• Conduct independent risk assessment on significant business transactions, i.e. M&A, capital investment, etc.
• Support the overall development of risk modelling and various analytics tools (stress testing, sensitivity analysis, recovery planning, financial forecasting, etc) to enhance overall efficiency and effectiveness of treasury, capital, liquidity risk management framework.
• Involve in test case design and user acceptance testing for various business initiatives.

Requirement

• Bachelor’s or master’s degree holder from a relevant discipline, professional qualification(FRM, CPA, etc) is an advantage
• At least 10-15 years of risk management experience, preferably with subject matter expert in treasury risk, capital risk, structural FX risk, IRRBB, liquidity risk, asset and liability management, etc.
• Solid understanding of capital risk and requirement, with prior hands-on experience in risk modelling, stress testing
• Deep knowledge of risk management principles and methodologies, ideally with quantitative and qualitative assessment technique
• A general understanding of credit risk, operational risk and market risk
• Track record of driving and managing large scale/complex project in a sizable financial institution
• Programming and data visualisation proficiency – skillset in using python, R, SAS, MATLAB, Qlik sense, SQL, Tableau, etc would be a plus.
• Excellent communication in English, strong negotiation, stakeholder management, presentation, influencing ability.

To apply online, please click on the link. Alternatively, for a confidential discussion please contact James Cheng on + 852 2103 5372 or email: james.cheng@robertwalters.com.hk