Posted 2w ago

Assistant Manager, Liquidity Risk Management

@ CITIC CLSA
Hong Kong, Hong Kong, Hong Kong
OnsiteFull Time
Responsibilities:monitor risk, report risk, stress testing
Requirements Summary:3-5 years in liquidity risk management; knowledge of LCR/NSFR; VBA and SQL; strong English and Chinese communication.
Technical Tools Mentioned:VBA, SQL
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Job Description

Key Areas of Responsibilities

  • Monitor the liquidity risk of CLSA (Treasury, FICC, EQD, etc.) appropriately and manage their risk limits on daily basis, including but not limited to LCR, gap analysis
  • Assist in monitoring market risk for Treasury and Asset Management business, as well as in compiling overall risk reporting
  • Produce risk reports as required on regular basis (daily/monthly) and ad-hoc
  • Perform risk analysis such as stress testing and scenario analysis
  • Liaise with front office closely to understand the business models, identify the risks for new business/products
  • Participate in various projects and NPAs as required
  • Work with IT team to build up web-based liquidity risk reports/dashboards

Requirements

  • Bachelor degree (above) holder in Risk Management / Finance / Economics / Accounting or related discipline(s)
  • 3-5 years relevant experience in liquidity risk management
  • Very good knowledge of liquidity risk measures like LCR, NSFR etc.
  • Wide and deep understanding of the market
  • Proficient in using VBA and database management software skills like SQL
  • Very good communication and interpersonal skills, can work under pressure
  • Excellent command of spoken and written communications in English & Chinese (including Putonghua)

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