We are seeking an experienced and driven professional to join our organisation as a Senior Manager/Manager in Liquidity and Interest Rate Risk in the Banking Book (IRRBB) Risk Management. This pivotal role is based in Hong Kong and offers the opportunity to shape liquidity and interest rate risk management strategies in alignment with regulatory expectations and best market practices.
In this position, you will be responsible for developing and maintaining frameworks, models, and methodologies to identify, measure, monitor, and control liquidity and IRRBB risks across the business. You will regularly perform stress testing, scenario analysis, and contribute to the management of the recovery and resolution planning process. The role involves close collaboration with treasury, finance, risk, regulatory reporting, and business units.
Key responsibilities include:
- Monitoring liquidity risk metrics and limits, ensuring compliance with internal policies and regulatory requirements such as LCR, NSFR and IRRBB.
- Analysing behavioural assumptions and model performance, and updating relevant parameters based on quantitative evidence and industry standards.
- Supporting the ALCO with periodic reports, risk insights, and recommendations for effective risk oversight and decision-making.
- Conducting impact analysis on balance sheet structure, pricing, and strategic products from interest rate fluctuations.
- Contributing to the automation and enhancement of risk monitoring tools and systems.
- Assisting in regulatory interactions, internal audits, and risk assessments.
Requirements:
- Bachelor’s or Master’s degree in Finance, Accounting, Risk Management, Economics, Mathematics or a related field. Professional qualifications such as CFA, FRM or PRM are an advantage.
- Minimum of 5-8 years of relevant experience in liquidity risk, interest rate risk, treasury or balance sheet management within the banking or financial services sector.
- Comprehensive understanding of local and international regulatory requirements (HKMA, Basel III/IV frameworks).
- Strong quantitative and analytical skills with proven experience in risk modelling and data analysis tools (e.g., Excel VBA, SQL, Python, or similar).
- Excellent communication skills in English; Cantonese and/or Mandarin would be advantageous.
- High attention to detail, self-motivated, and capable of working independently as well as part of a team.
This is a strategic role that will have a key influence on the institution's risk management structure. It offers excellent opportunities for professional growth in a collaborative and forward-thinking environment. If you are a motivated professional with deep expertise in liquidity and IRRBB risk, we encourage you to apply.
Location: Hong Kong
