We are seeking an experienced and detail-oriented ERM Stress Testing Manager to join our client's team in Hong Kong. The successful candidate will be responsible for developing, implementing, and overseeing stress testing methodologies and reporting frameworks that support the organisation’s strategic risk assessments and regulatory compliance requirements.
This position plays a key role in identifying, assessing, and monitoring risks under various stress scenarios, ensuring the bank maintains a robust and forward-looking risk management approach. The role will require collaboration with cross-functional teams, including Risk, Finance, Treasury, and Business Units, to deliver integrated risk assessments and insights.
Key Responsibilities:
- Design and develop comprehensive stress testing frameworks aligned with regulatory and internal risk management requirements.
- Perform stress test scenario development, calibration, execution, and result analysis across all risk types, including credit, market, liquidity, operational, and strategic risks.
- Coordinate enterprise-wide stress testing exercises, including ICAAP and Recovery & Resolution Planning processes.
- Prepare presentations and reports for senior management and board-level risk committees.
- Maintain awareness of regulatory developments and global best practices in stress testing and Enterprise Risk Management.
- Collaborate with data teams to ensure adequate data quality and availability for stress testing purposes.
- Contribute to the enhancement of the risk architecture, including risk data aggregation and reporting capabilities.
Requirements:
- Bachelor’s or Master’s degree in Finance, Economics, Risk Management, or a related discipline.
- Professional qualifications such as FRM or CFA are highly regarded.
- Minimum 5 years of relevant experience in risk management, with a strong focus on stress testing within the banking sector.
- In-depth understanding of Enterprise Risk Management frameworks and practices.
- Strong knowledge of local and international regulatory requirements, including HKMA and Basel guidelines.
- Proficient in quantitative modelling, data analysis, and use of stress testing tools and software.
- Excellent communication and interpersonal skills, with a proven ability to interact with stakeholders at all levels.
- Highly organised with strong analytical thinking and problem-solving abilities.
