Senior Manager/Manager Market, Liquidity

Senior Manager/Manager Market, Liquidity & IRRBB Risk Management Add expected salary to your profile for insights The Manager or Senior Manager of Market, Liquidity & Interest Rate Risk in the Banking Book (IRRBB) Risk Management is responsible for overseeing the daily monitoring, measurement, and management of market, liquidity, and interest rate risks. This role plays a key part in maintaining the bank’s risk framework aligned with regulatory requirements and industry best practices, supporting strategic decision‑making through thorough and independent analytical reporting, working closely with project team to enhance the model framework and model validation. The incumbent also serves as a liaison with regulators and audit teams. Job Roles & Responsibilities Key Responsibilities: Manage the daily risk monitoring, measurement, and analytical reporting processes for market risk, liquidity risk, and IRRBB to provide actionable insights to team leader. Review, validate, and enhance risk measurement methodologies and analytical models to ensure accuracy, robustness, and regulatory compliance. Develop and maintain the risk management framework aligned with evolving regulatory standards and industry best practices. Review and update risk management policies, procedures, and controls related to market, liquidity, and interest rate risk; review risk appetite, risk limits, and risk measures to align with the bank’s policy framework and regulatory requirement. Monitor and analyse the bank’s risk exposure levels and movement, and elevate issues and suggest solutions efficiently. Collaborate closely with external consultants on the project to strengthen the risk management framework, enhance modeling capabilities, and ensure all deliverables are completed accurately and on schedule. Coordinate with regulators, internal audit, and external auditors on risk‑related matters, regulatory reporting, and inspections. Conduct stress testing, scenario analysis, and sensitivity testing to assess the bank’s resilience against adverse market and interest rate environments. Collaborate cross‑functionally with treasury, finance, business units, and other risk functions to ensure integrated risk management. Provide training and support to junior team members and contribute to enhancing the overall risk culture within the organization. Requirements Requirements: Bachelor’s degree or above in Risk Management, Mathematics, Accounting, Finance, Financial Engineering, or related disciplines. Professional qualification such as HKICPA, ACCA, CFA, ACIB, FRM, or equivalent is preferred. Strong proficiency in analytical tools and programming languages such as VBA, SAS, SQL and Python. Proficiency in Python is highly preferred. Minimum 5 years of experience in banking or financial institutions, with at least 3 years specializing in market risk, interest rate risk, liquidity risk, asset and liability management (ALM), treasury, financial risk management, or investment management. Candidates with slightly less experience but strong potential will also be considered. Solid understanding of financial analysis, ALM models, HKMA regulatory requirements, and Basel requirements. Excellent command of both spoken and written English and Chinese. Excellent communication skills, with the ability to collaborate effectively within teams, perform under pressure, and manage tasks independently, combined with strong self‑motivation and initiative. Application Questions Which of the following statements best describes your right to work in Hong Kong? What’s your expected monthly basic salary? How many years’ experience do you have in the financial services industry? We want livi to be more than a bank. We want you to help us create a delightful and rewarding banking experience that allows everyone in Hong Kong to save smartly, spend consciously and live a lot more. As part of the founding team, you will get first‑hand experience of financial services innovation at the cutting edge of a rapidly expanding field. Join us now to create a more rewarding future for Hong Kong. #J-18808-Ljbffr