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Director, Liquidity Risk

Job Title: Director, Liquidity Risk
Contract Type: Permanent
Location: Hong Kong Island, Hong Kong
Industry:
Salary: Bonus
Start Date: ASAP
Reference: BC9988993_1531385939
Contact Name: Barbara Cochrane
Contact Email: bcochrane@profileasia.com
Job Published: July 12, 2018 16:59

Job Description

Working as a senior manager of the risk management team, you will cover the day-to-day risk monitoring, reporting and managing the market risk of different business lines.

Key Responsibilities:

  • Produce management reports and analysis to monitor market risk.
  • Develop market risk analysis and reporting frameworks.
  • Analyze risk profiles and profit and loss.
  • Responsible for risk evaluation via stress testing and scenario analysis, analyzing risk profile, the approval of market risk limit breaches, and undertaking proactive approach in the refinement of the firm-wise market risk modeling and methodologies.
  • Liaise with front office to review risk parameters, provide explanation on risk versus Profit and Loss movements.
  • Work closely with senior management and portfolio managers to implement above measures and controls
  • Maintenance and execute risk policies and guidelines on portfolios.
  • Share accountability for the overall Risk Management performance of the firm including all subsidiaries and affiliates and be responsible for fostering cooperation relationships across the group in areas such as business cooperation, marketing, business development, functional support etc. to allow them to collectively achieve optimal results.
  • Participate in department related ad-hoc/special project as needed.
  • Supervise and provide guidance and training to supporting staff.

The ideal candidate will have at least 8 years experience in Fixed Income Market Risk, international exposure and ideally fluent in Mandarin (but not a must have). Candidates from a front office trading background may be well suited for this role.