Consolidate market and liquidity risk information of APAC region, support and strengthen both regional and local market and liquidity risk framework such as RAF, EWI, Stress testing; support the review of treasury limits.
To implement and provide training to staffs in Counterparty Credit Risk Management, a new requirement within RMDAP; especially in the area of collateral management, computation and monitoring.
Implement business as usual, including preparing meeting materials for department and regional level meetings; coverage includes regulatory & governance matters, new products and business steering in APAC branches/offices and group companies.
Collaborate with relevant departments of Head Office to efficiently enhance business and risk governance in APAC region
Support on enforcement of Head office/regional rule and management framework.
Job Requirements
Degree in Banking/Business or equivalent
Good knowledge of Market Risk Management (trading and banking book), regulatory requirements and industry standards.
Good understanding of FRTB, IRRBB, ICAAP, stress testing etc
Proficient in MS office, well versed in data management skills eg VBA; Python, Tableau knowledge will be advantageous
Proficiency in Japanese is necessary as this role may need to create reports to Japanese Financial Service Agency (where required) and extensive communicationwith Head Office departments is required; including making presentations.
Knowledge of Japanese Banking Law is an advantage
Strong verbal and written communication skills in both Japanese and English is required
Proactive, resourceful and able to think and act strategically and tactfully
Ability to inspire others; culturally sensitive, good team player