AM / AVP, Risk Management (Market, Liquidity & Interest Rate Risk)

Bank of Shanghai Company is a well-established commercial bank in Greater China founded in 1995. The focus of business in Hong Kong is on corporate and investment banking. “With Care, With You” is our service concept. We are committed to providing professional, tailor-made and comprehensive financial services to facilitate enterprises’ investment, operations and trade across the region. Job Responsibilities: The role covers the fundamental principles and practices of risk management, with a focus on market risk, liquidity risk and interest rate risk, as well as the systems (both in-house and vendor-based) adopted in the banking industry. Key duties include: Prepare market risk monitoring reports and conduct risk assessments (e.g. risk limits for FX, interest rate and liquidity positions of the bank); Perform daily limit monitoring, stress testing and backtesting to ensure risk exposures remain within approved thresholds; Maintain static data setup in risk systems (e.g. bond definitions, pricing models, scenarios); Support regulatory projects and handle audit / examination requests from regulators and internal / external auditors; Drive system enhancement and automation projects related to risk management; Support ad hoc risk projects and regulatory deliverables; Perform Enterprise Risk Management (ERM) duties as assigned. Job Requirements: Degree holder in Quantitative Finance, Risk Management, Computer Science, Statistics, Mathematics, Engineering or related disciplines; Strong quantitative background and programming skills; Proficiency in Excel/VBA is required; knowledge of SQL is essential; Familiarity with market risk, liquidity risk and interest rate risk management frameworks, metrics and regulatory requirements; Hands-on experience with VaR modelling, stress testing or backtesting is an added advantage; Hands-on experience with market risk systems (e.g. Murex, Bloomberg) is an added advantage; Knowledge in liquidity risk management, including LCR, NSFR and liquidity stress testing, is an added advantage; Experience in audit / regulatory projects or examinations would be an added advantage; Good analytical, interpersonal and communication skills; Relevant academic background with a strong aspiration for a career in risk management is preferred; Self-motivated with a willingness to learn; Fluency in English and Putonghua is required; fluency in Cantonese is an added advantage. We offer successful candidates an attractive remuneration package and the opportunity to work in a dynamic and exciting environment. To apply please send your CV in English and Chinese with salary expectations by clicking “ QUICK APPLY ”. Personal data collected will be used for recruitment purposes only. All applications applied through our system will be delivered directly to the advertiser and privacy of personal data of the applicant will be ensured with security.