Head of Liquidity Risk Management - Director level

  • bonus
  • Hong Kong
  • Permanent, Full time
  • Morgan McKinley Hong Kong
  • 17 Oct 17 2017-10-17

As a global professional recruitment consultancy, Morgan McKinley connects specialist talent with leading employers across multiple industries and disciplines. We have established ourselves as a preferred supplier to many of the major players in our specialist sectors, as well as with thousands of smaller local employers. In Hong Kong, we recruit within the following sectors: Accounting & Finance, Banking and Financial Services, Human Resources, IT, Risk, Compliance, Legal & Audit, Office Support and Sales & Marketing.

Our client is a leading Global Investment Bank with a strong presence in the region.

Responsibilities:

  • Provide oversight and analysis of market risk and related trading activity in the HK office for both traded and non-traded risk in line with global policies and practices
  • Contribution to the collation and reporting of internal, external and prudential liquidity risk-related data
  • Maintain market risk limit framework for local trading activity in line with global policies and delegated authorities
  • Development and maintenance of liquidity risk measuring and monitoring techniques and tools
  • Provide timely response to ad hoc investigations, analysis and delegated tasks
  • Engage with the business and functional teams to improve risk management capabilities, contribute to resolution of risk-related matters and to deliver a strong governance and reporting framework
  • Establish and maintain local policies and protocols in support of the global market risk management framework
  • Produce internal, external and prudential reporting (monthly, quarterly, semi annual) as required including local market risk and qualitative liquidity reporting
  • Maintain up-to-date knowledge and adherance to prudential requirements of local regulators
  • Communicate with other areas of the bank that supply data

The Successful Candidate:

  • You should have at least 15-20 years of relevant Liquidity Risk/Market Risk experience
  • Strong product knowledge in Treasury, Rates, Credit or Asian Forwards
  • Excellent oversight and analysis experience of traded and non-traded market risk activity in Asia
  • Strong knowledge and experience dealing with regulators in Asia (e.g. HKMA)
  • Strong leadership and people-management experience
  • Excellent communication skills in fluent English

For confidential inquiry, please contact Rouella Landicho on 3907 3912 or email: rlandicho@morganmckinley.com.hk