Key Responsibilities

• Assist in the development and enhancement of frameworks, policies, and control procedures covering liquidity risk management and interest rate risk in the banking book (IRRBB), ensuring alignment with applicable HKMA regulatory expectations.
• Support ongoing monitoring, analysis, and reporting of liquidity and interest rate risk exposures across the balance sheet.
• Contribute to the maintenance and refinement of the Bank's capital management framework, including capital adequacy assessment and planning activities under Basel III standards.
• Perform risk analytics, forecasting, stress testing, and scenario analysis to evaluate the Bank's risk profile and capital position.
• Participate in regulatory projects and initiatives related to capital, liquidity, and balance sheet risk management.
• Prepare management reports and recommendations to support decision-making and regulatory compliance.
• Liaise with internal stakeholders to ensure effective implementation of risk management policies and governance requirements.

Requirements

• Degree holder or above in Finance, Accounting, Risk Management, Economics, or a related discipline.
• Professional qualifications such as CFA, FRM, or equivalent will be an advantage.
• Minimum 1 year of experience within the banking sector focusing on capital management, liquidity risk, ALM, IRRBB, or balance sheet risk management.
• Candidates with direct exposure to capital adequacy or interest rate risk management will be highly regarded.
• Solid understanding of Basel III regulatory frameworks, including areas such as IRRBB, CAR, LCR, and related HKMA requirements.
• Strong analytical, quantitative, and report-writing capabilities, with experience in modelling, forecasting, and data analysis preferred.
• Self-motivated, detail-oriented, and able to work independently while demonstrating sound problem-solving skills.
• Proficiency in Microsoft Office applications and Chinese word processing; exposure to ALM systems, SAS, Oracle, or similar banking platforms is an advantage.
• Good command of written and spoken English and Chinese; Mandarin proficiency will be beneficial.
• More experienced candidates may be considered for a Manager level appointment.

One-line Role Summary
This role focuses on managing the bank's balance sheet risks through capital adequacy, liquidity risk, and IRRBB oversight while ensuring compliance with Basel III and HKMA regulatory requirements.