Market & Liquidity Risk, Liquidity Risk Controller

DBS Bank (Hong Kong) Limited Hong Kong

Posted 2 days ago Permanent Competitive

Job Objective

A risk controlling role in a team responsible for implementing and maintaining the liquidity risk control framework, ensuring the effectiveness of internal/regulatory reporting and risk data analytics and processes supporting treasury and asset-liability management activities undertaken in Hong Kong

Principal Responsibilities

Prepare internal risk reports (e.g. Internal Liquidity Adequacy Test, Liquidity Coverage Ratio, Net Stable Funding Ratio, Core Funding Ratio) and carry out liquidity risk limit monitoring
Implement liquidity risk control framework and processes, supporting treasury and asset-liability management activities undertaken in Hong Kong
Participate in preparation, submission, and disclosures relating to regulatory risk standards
Support the preparation of risk updates to risk oversight committees
Participate in User Acceptance Test ("UAT”) exercises arising from system / risk engine changes
Carry out risk data analytics to shape insights for decision-making, and continuous improvements in efficiency and robustness of internal/regulatory reporting
Support the preparation of risk updates to risk oversight committees, including the use of any tools (e.g. dashboards)
Support the development of AI tools to facilitate work effectiveness and efficiency

Key Accountabilities

Clear analysis and commentaries on the drivers affecting risk metrics / stress testing results
Well-formulated assumptions with sound basis underlying stress testing exercises
Succinct and clear materials prepared for risk oversight committees
Efficient and robust reports production and regulatory returns submission involving significant degree of automation
Robust UAT supporting sign-off of source system / risk engine changes
Streamlining existing working procedure via automation/ AI development.

Relevant Experience

Relevant experience in asset-liability management and/or liquidity risk management or liquidity related regulatory reporting with a sizeable financial institution

Functional / Technical Competencies

Good working knowledge on the end-to-end reporting process (including source and cascade of data to the reporting engine and output) and able to work with upstream stakeholders to troubleshoot
Strong analytical skills with logical reasoning and critical thinking mindset
Basic accounting knowledge
Basic knowledge of banking products
Technical skills relating to data management is an advantage
Understanding of ALM risk and regulatory requirements in Hong Kong is an advantage, e.g. Liquidity Coverage Ratio, Net Stable Funding Ratio
Relevant knowledge on AI engineering/ infrastructure or Machine learning model development is an advantage.
Excellent communication, interpersonal skills and stakeholder management
A good team player, result-oriented, with strong sense of ownership

Education and Professional Qualification

Bachelor's degree holder in risk management, statistics, quantitative discipline or finance
Chartered Financial Analyst and/or Financial Risk Manager designation is an added advantage
Qualified for Enhanced Competency Framework on Treasury Management (e.g. TMA full member) is an advantage

Location:
The Center

Job:
Risk Management

Schedule:
Regular

Employee Status:
Full time

Job ID WD87189

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