Assistant Manager, Market & Liquidity Risk, Risk Management Group

Full-time
Intermediate (3-6 years)

Posted 

Technical Skills

  • Accountancy
  • Asset Liability Management
  • Compliance
  • Derivatives
  • Financial Risk
  • Internal Audit
  • Liquidity Risk
  • Market Risk
  • Risk Management
  • Stakeholder Management
  • Stress testing
  • Treasury

Job Description

Assistant Manager, Market & Liquidity Risk, Risk Management Group

Location: Hong Kong

DBS. Living, Breathing Asia.

DBS is a leading financial services group in Asia, with over 280 branches across 18 markets. Headquartered and listed in Singapore, DBS has a growing presence in the three key Asian axes of growth: Greater China, Southeast Asia and South Asia. The bank's capital position, as well as "AA-" and "Aa1" credit ratings, is among the highest in Asia-Pacific. DBS has been recognised for its leadership in the region, having been named “Asia’s Best Bank” by The Banker, a member of the Financial Times group, and “Best Bank in Asia-Pacific” by Global Finance. The bank has also been named “Safest Bank in Asia” by Global Finance for eight consecutive years from 2009 to 2016.


Responsibilities

  • Provide independent effective challenge to the treasury function in the management of liquidity risk and banking book market risk in the commercial book
  • Support the review, preparation, submission, and disclosures relating to regulatory market & liquidity standards, e.g. Interest Rate Risk in the Banking Book, Liquidity Coverage Ratio and Net Stable Funding Ratio 
  • Perform the review of internal risk methodologies (e.g. Maximum Cumulative Outflow, liquidity ratios) and the setting of risk appetite/control thresholds
  • Support ad-hoc regulatory and internal stress testing exercises that involve liquidity and banking book market risk considerations
  • Support the preparation of risk updates to risk oversight committees
  • Participate in User Acceptance Test (“UAT”) exercises arising from system / risk engine changes to ensure liquidity and banking book market risk remains properly captured under risk metrics

Requirements

  • Clear analysis and commentaries on the drivers affecting risk metrics / stress testing results
  • Robust review and attestation on ongoing compliance with applicable regulatory risk standards 
  • Well-formulated assumptions with sound basis underlying stress testing exercises
  • Succinct and clear materials prepared for risk oversight committees
  • Robust UAT supporting sign-off of source system / risk engine changes
  • Possess minimum 3 years’ relevant experience in asset-liability management and/or liquidity risk management or internal auditing in corporate treasury with a sizeable financial institution 
  • Strong technical skills, including a solid understanding of banking products (particularly in treasury and derivatives products) 
  • Sound knowledge in banking products
  • Familiarity with financial risk systems, e.g. QRM, Texas
  • Solid understanding of prevailing regulatory requirements on liquidity and banking book market risk in Hong Kong
  • Excellent communication, interpersonal skills and stakeholder management
  • A good team player, result-oriented, with strong sense of ownership
  • Bachelor’s degree (preferably a Master’s Degree) holder in finance, accounting, business or quantitative discipline 
  • Chartered Financial Analyst and/or Financial Risk Manager designation is an added advantage

Apply Now

We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.

We regret only shortlisted candidates will be notified.

Employment TypeFull-time
Career LevelIntermediate (3-6 years)
Education LevelBachelor
QualificationCFA Level III / CFA Charterholder
LanguageEnglish