Mandatory Reference Checking Scheme (“MRC”) for Hong Kong

The Mandatory Reference Checking Scheme is a framework to facilitate Authorized Institutions (“AIs”) to bilaterally obtain reference information during their recruitment process for certain positions, such that misconduct information in an individual’s previous employments can be provided to AIs to inform their employment decisions.

For information related to MRC Scheme, “Frequently Asked Questions for In Scope Individuals” is published by HKAB/Industry Guidelines (https://www.hkab.org.hk/en/home) or further information will be available upon request, if it is applicable to the position(s) applied.

Country of Location:

China Hong Kong

Job Responsibilities:

• Be responsible for day-to-day IRRBB management including control, reporting and analytics support as well as liquidity modelling and stress testing.

• Support IRRBB return compilation.

• Work closely with business on their daily activities and development of new treasury products and business initiatives.

• Work independently with both internal and external (including auditors and regulators, and system vendors) stakeholders to resolve issues.

• Drive the enhancement for IRRBB control and liquidity modelling/stress testing including policies & governance definition and reporting to ensure risks are holistically and properly measured.

• Review and enhancement of existing IRRBB management and liquidity modelling/stress testing policies and documentations.

• Prepare management reports to senior management and risk committees for IRRBB and liquidity modelling/stress testing matters.

• Participate in risk system enhancement project.

Requirements:

• Degree holder in finance, risk management, quantitative finance, engineering, quantitative or related disciplines..

• Minimum 5 years of risk management experience in IRRBB and liquidity risk.

• Solid knowledge in IRRBB and liquidity risk management governance and framework including policy enhancement, daily control, limit assessment, limit approval and etc.

• Sound understanding of features of fixed income, interest rate, FX, treasury and/or associated derivative products.

• Sound knowledge in statistical, quantitative analysis and derivatives pricing model and programming tools such as VBA, SAS and Python.

• Murex system experience is a plus.

• Professional Qualification such as FRM, Certified Treasury Management Professional (CTMP) is preferred.

(Candidate with less experience will be considered as Manager.)