Market & Liquidity Risk Manager

  • 37133
  • Life - Other
  • |
  • Hong Kong
  • |
  • Mar 31, 2020
  • Contributing to production of monthly/quarterly liquidity risk management information for submission to the Board, and responding to questions from senior management, or committees.
  • Helping to develop and maintain a Group-wide liquidity risk framework. This includes supporting with the process for setting and maintaining the Group-wide liquidity risk appetite statements, stress and scenario tests and limits.
  • Setting and maintaining Group-wide liquidity risk policies and standards.
  • Supporting the production of a liquidity risk management plan on an annual basis.
  • Provide input to the Group’s ERM processes including risk appetite and limits framework by involvement in:
  • Assessing the impact of limit utilisation on regulatory and internal capital metrics, to assess whether limits are set sufficiently tightly to keep the Group within risk appetite.
  • Performing economic cycle analysis including the calculation economic cycle indicators.
  • Support effective governance and oversight of market risk by:
  • Contributing to critical analysis, quantitative and qualitatively, of the Group-wide risk information, with a particular focus on asset and liability management and the Group’s investments.
  • Contributing to ad hoc forward-looking assessments of market trends, early warning indicators etc. to identify future areas of liquidity risk concern.
  • Contributing to research on industry, accounting and regulatory developments that affect underlying methodologies or assumptions and identify any future areas of liquidity risk concern.
  • Bright candidate with strong mathematical or financial economics background.
  • CFA or Actuarial experience / exams.
  • Good understanding of market dynamics, in particular equities and fixed income.
  • Good understanding of financial derivatives and of how the value of these instruments is affected by market movements.
  • Some knowledge of insurance liabilities and of the principles underpinning economic capital be useful.
  • Good communication skills, in particular with respect to explaining complicated concepts and a clear and concise manner.
  • Pro-active and able to propose new ideas/challenge existing methods.
  • Excellent Excel skills.
  • Being able to communicate with energy and conviction; and, comfortable with interacting verbally with different areas of the organisation and BUs
  • Strong analytical and numerical skills with the ability to look at both the details and the big picture.