Assistant Manager, Risk Control

4 days ago


Hong Kong Island, Hong Kong SAR China Dah Sing Financial Group Full time

Support the risk management system and ensure proper functioning of interest rate risk, liquidity risk, market risk reporting, and stress testing. Main Responsibilities Support risk analysis/limit monitoring and regulatory reporting related to risk management (e.g., interest rate risk management). Monitor, configure and support proper functioning and risk simulations of the risk management system. Review data mapping logic for different source systems and products to ensure correctness of results generated from risk management system. Review, fine‑tune, and develop SQL logic to ensure output results align with external and internal requirements including IRRBB Return, LCR, stress test, VaR, etc. Configure and validate simulation results for market risk, interest rate risk, liquidity risk, and stress testing (e.g., market valuation of treasury instruments, principal and coupon projection for different products, interest income simulations). Perform any ad‑hoc tasks assigned by supervisors. Requirements University degree in Finance, Risk Management or equivalent; holder of CFA or FRM an added advantage. Over 2 years’ experience in risk management, finance or treasury related areas in banking industry. Good knowledge in banking products and interest rate risk, liquidity risk or market risk management. Hands‑on experience in SQL and Excel is a must. Good interpersonal skills and a good team player. Candidate with less experience will be considered as Senior Officer grade. Please note that only shortlisted candidates will be notified. #J-18808-Ljbffr



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