AVP, Liquidity Risk Management, Risk Management

The Role

AVP, Liquidity Risk Management, Risk Management

Key Accountabilities

• Develop liquidity risk framework and monitoring mechanism for major business and divisions, to ensure fully compliance of regulatory requirement and group risk appetite;
• Responsible for daily liquidity risk analysis, monitoring and reporting of the group treasury portfolios and major business;
• Participate in development of liquidity risk management policies and guidelines and lead the review process;
• Assist in formulating liquidity risk limit structure and developing related risk quantification methodology;
• Participate in the cross-business risk investigation and stress test project, and coordinate relevant departments to carry out liquidity risk analysis on aggregate group level or entity level;
• Review and advise on new business/ new products from liquidity risk management perspective;
• Formulate and implement specific liquidity risk limit structure and monitoring process according to different business types;
• Assist in treasury liquidity management system development and related projects;
• Assist department and team heads in handling ad ho risk management tasks and projects.

Skills & Experience

• Bachelor or above degree in Risk Management, Finance, Economics, Accounting or any related discipline. CFA, FRM or CPA preferred;
• More than 8 years of experience in financial institution risk management (incl. at least 6 years in liquidity risk management). Understanding of HKMA / SFC regulatory requirements will be a plus;
• Familiar with investment banking business, liquidity risk management and stress testing with knowledge of major financial products/ instruments in markets;
• Proactive, detail-oriented and able to multi-task;
• Strong Excel data processing skills and knowledge of VBA coding will be a plus;
• Excellent communication and writing skills in English and Chinese.

Other Information

• Please apply in strict confidence with full resume, academic record, current and expected salaries;
• The personal data provided will be used for consideration of recruitment only. All personal data of unsuccessful candidate will be destroyed within 24 months;
• Candidates with Enhanced Competency Framework (ECF): please state on the CV.

About BOCI

As a leading investment bank in China and Hong Kong region, the investment banking arm of Bank of China, BOC International Holdings Limited (“BOCI”), is now seeking highly motivated, creative and success-oriented professional who would like to pursue the career in our group.