Lead Capital Risk and Modelling Expert

1 day ago


Hong Kong, Central and Western District, Hong Kong SAR China Robert Walters Hong Kong Full time

Capital Risk and Modelling Expert Opportunity in Hong Kong

We are seeking an experienced Capital Risk and Modelling Expert to join our team in Hong Kong.

About the Role

This is a senior position that requires a deep understanding of capital risk management and experience in developing and implementing effective risk frameworks.

The successful candidate will have at least 10-15 years of experience in risk management, preferably with expertise in treasury risk, capital risk, and structural FX risk.

Key Responsibilities

  1. Drive the development and effectiveness of the treasury risk framework to ensure sufficiency of capital, liquidity, and funding resources across entities and business lines.
  2. Collaborate closely with risk committees and stakeholders to optimise asset allocation strategies and implement an effective risk identification, measurement, monitoring, and reporting mechanism.
  3. Monitor overall capital and liquidity risk framework and execution, ensuring alignment to group policy as well as relevant regulatory requirements and industry best practices.
  4. Conduct independent risk assessments on significant business transactions, such as M&A and capital investments.
  5. Support the development of risk modelling and analytics tools to enhance the efficiency and effectiveness of treasury, capital, and liquidity risk management.
  6. Involve in test case design and user acceptance testing for various business initiatives.

Requirements

  • Bachelor's or master's degree holder from a relevant discipline, with professional qualifications (FRM, CPA, etc.) being an advantage.
  • At least 10-15 years of risk management experience, preferably with subject matter expertise in treasury risk, capital risk, structural FX risk, IRRBB, liquidity risk, asset and liability management, etc.
  • Solid understanding of capital risk and requirements, with prior hands-on experience in risk modelling and stress testing.
  • Deep knowledge of risk management principles and methodologies, ideally with quantitative and qualitative assessment techniques.
  • A general understanding of credit risk, operational risk, and market risk.
  • Track record of driving and managing large-scale/complex projects in a sizable financial institution.
  • Programming and data visualisation proficiency, with skills in Python, R, SAS, MATLAB, Qlik Sense, SQL, Tableau, etc. being a plus.
  • Excellent communication in English, strong negotiation, stakeholder management, presentation, and influencing abilities.

What We Offer

This is a unique opportunity to work with a leading recruitment agency in Hong Kong and contribute to the growth and success of our clients.

We offer a competitive salary of HK$800,000 - HK$1,200,000 per annum, depending on experience, as well as excellent benefits and opportunities for career advancement.

How to Apply

If you are a motivated and experienced risk management professional looking for a new challenge, please submit your application for this exciting opportunity.



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