Apply Now!

流动性风险管理 in HK

Admiralty, Hong Kong, China
Job summary
Department
Treasury
Function
Risk Management
About Our Client

a top tier Chinese Securities firm

Job Description

1、负责对各类场内外衍生品流动性风险进行量化分析与评估，监控公司衍生品流动性风险敞口，建立量化模型分析预测市场波动对公司衍生品业务现金流的影响；

2、负责公司流动性风险压力测试工作，构建并完善流动性压力测试方法与模型，定期\不定期开展公司流动性风险压力测试。

3、参与公司新业务流动性风险评估工作，协助提出流动性风险管理意见及针对性管控措施；

4、负责公司流动性风险管控指标设计和监控，充分、有效的量化公司流动性风险水平，并制定限额进行管控

5、负责公司流动性风险应急工作，制定流动性应急预案并开展应急演练

6、负责评估制定公司流动性风险管理制度。

7、负责流动性风险管理相关系统建设工作，持续提升流动性风险管理数字化、智能化水平。


1、 Cash flow calculation and prediction for various derivatives business.

  1. Perform liquidity stress testing, review methodology and results, improve scenario and models.

  2. Assess New business or product liquidity risk, put forward control opinions and measures.

  3. Design and monitor liquidity risk control indicators/early warning indicators, set up limits to keep liquidity risk within control.

  4. Contribute to review and improve the existing liquidity risk management policies and manual.

  5. Leading the company's liquidity risk emergency work, formulate liquidity emergency plans and carry out emergency drills

  6. Assist in constructing liquidity risk management system.

Requirements and Qualifications

1、全日制硕士研究生及以上学历，金融、数学、计算机、物理等相关专业；

2、精通Matlab、R、Python、Excel VBA等至少一种数据分析语言，具有扎实的数据分析、量化建模及逻辑推理能力；

3、5年以上流动性风险、市场风险、衍生品及交易对手风险管理（优先）等相关工作经验，具有境外或国际投行工作经验者优先；

4、熟悉行业监管要求以及各类金融市场产品，尤其是证券及衍生产品的估值定价、敏感度计算及其他风险计量分析，具备扎实的风险管理知识基础，熟悉各类风险管理工具，有能力量化各种市场波动情景下各类衍生品保证金变化及其流动性风险；

5、具有CFA、FRM等证书优先。

6、具备良好的中英文沟通写作能力。


  1. Full-time master degree or above, major in finance, mathematics, statistics, computer, physics, etc.

  2. Proficient in at least one data analysis language such as Matlab, R, Python, Excel VBA, etc.

  3. Minimum 5 years solid experience on one of the following areas: liquidity risk management or market risk management or counterparty risk management, preferably in counterparty risk management.

  4. Solid knowledge in risk management methods and financial products, especially in derivatives(TRS，Future，options，IRS，FX) and structured products pricing and key risk factors.

  5. Familiar with the regulatory requirements in liquidity risk by CSRC，HK SFC and HKMA.

  6. Excellent analytical，communication and interpersonal skills.

  7. Professional qualification in CFA or FRM is preferred.

  8. Good written and verbal communication skills in both Mandarin and English.



Apply Now!