Our client, a dynamic and innovative bank, is looking for a Senior Market Risk Manager, you will be in charge of the risk framework the bank. You will be part of the Market Risk Management team, which oversees and challenges the interest rate and liquidity risk exposures of the bank, as well as ensures compliance with relevant regulations. You will also collaborate with other teams within the bank and represent the team in internal and external forums.
Lead the development and maintenance of the liquidity risk framework and policies;
Enhance the bank's liquidity risk management capabilities and functions;
Manage and improve the liquidity infrastructure in the ALM tool;
Review and challenge the proposals from ALM, such as the funding plan;
Report and monitor the liquidity management performance and risks to the ALCO;
Share best practices and insights on liquidity risk management within the team and across the risk domain;
Stay updated on the regulatory and macroeconomic developments and provide guidance and advice on their implications and actions.
A master's degree or higher in a quantitative or financial field (e.g. econometrics, artificial intelligence, mathematics or physics); a risk certification (e.g. FRM) is preferred;
At least 7 years of experience in market risk, liquidity risk or treasury;
Expertise in liquidity risk, leadership skills and the ability to inspire team members to achieve project goals;
Familiarity with the following: ILAAP, liquidity reporting (LCR, NSFR, ALMM, AER), Stress Testing models;
A team player who can learn and adapt quickly and coach team members;
Strong stakeholder management skills, able to challenge internal and external stakeholders to ensure a smooth process in, for example; model validation, internal and external audits and the regulator's review.
If you are interested in this position, don't hesitate to apply. We look forward to hearing from you!