Senior Risk Manager/Risk Manager – Treasury And Liquidity Risk (2Nd Line Risk)

About this role: We are seeking an experienced and dynamic Senior Risk Manager / Risk Manager to oversee 2nd line Treasury and Liquidity Risk, ensuring robust risk governance and regulatory compliance.This is a high-visibility role with strategic impact on the bank's financial resilience.
Key responsibilities: Independent Risk Oversight: Serve as the 2nd line of defence, providing expert challenge and monitoring of Treasury, Liquidity Risk activities, including funding, interest rate repricing and balance sheet risks.
Liquidity Risk Framework: Ensure adherence to liquidity risk metrics (LCR, NSFR) and regulatory requirements (i.e.
CFR, Mismatch Ratio, etc.).
Interest Rate Risk (IRRBB): Monitor banking book risk exposures (Duration, EVE, NII) from 2nd line risk perspective; oversee the bank's structural interest rate risk in the banking book (IRRBB) and other treasury-related risks, i.e.
derivative.
Stress Testing & Scenario Analysis: Closely work with Finance on liquidity stress testing, contingency funding plans (CFP), and recovery options.
Regulatory Engagement: Ensure compliance with local and Head Office regulatory requirements, ensuring timely and accurate reporting.
Policy & Governance: Develop and enhance risk policies, limits, and controls in alignment with the bank's risk appetite.
Senior Stakeholder Management: Present risk insights to Executive Committees, Board Risk Committees, and regulators.
Innovation: Drive improvements in risk modelling, data analytics, and digital tools for proactive risk management.
Qualifications & Experience: Bachelor's or Master's degree in Finance, Economics, Risk Management, or a related field.
Professional certifications (e.g., FRM, CFA, PRM) are a plus.
At least 5 years of experience in ALM (asset-liability management) or related risk management fields, with a minimum of 3 years in banking.
Deep knowledge of liquidity risk and regulations (Basel, BS13, BPR140, etc.)
and treasury products.
Strong grasp of IRRBB, FTP frameworks, and balance sheet management, capable of analysing large data sets using statistical tools (e.g.
SQL or R).
You will also be fluent in English and Mandarin.
Apply on Seek: #J-18808-Ljbffr