Market / Liquidity Risk Officer
Ensure that risks are managed within the Bank's risk appetite and regulatory requirements.
Main Responsibilities & Accountabilities:
- Proactively challenge the first line's risk identification and management of operational risk.
- Produce daily, weekly monthly and quarterly market risk and reports for various stakeholders,
- Monitor the Bank's risk position and VaR on a daily basis and perform ad hoc analyses.
- Market Risk Limit Management: both banking and trading book risk limits management and reporting on daily/ weekly/quarterly basis
- Ex-ante risk and PC daily management and reporting via ICBC GPC system.
- Assist with FTP updates and produce management information
- Other tasks as directed by the Head of Department.
➢ Good knowledge of and working experience in IRRBB and market risk management;
➢ Understanding of group risk management practice;
➢ Awareness of industry trends and best practices;
➢ Understanding (and correct interpretation) of relevant regulatory regimes and requirements governing liquidity risk for UK institutions, together with a working knowledge of industry standard market risk requirements;
➢ Strong written and verbal communication skills;
➢ Ability to deliver accurate and comprehensive risk reports and to propose meaningful and constructive solutions and suggestions;
➢ Mandarin language skills essential.
This is an urgent hiring requirement so interested individuals please get in touch ASAP