Apac Liquidity Risk Vp

• Safeguard the bank's financial stability by assessing, managing and mitigating liquidity risk
• Development and implementation of a comprehensive liquidity risk framework, including metrics, forecasting models, liquidity limits and stress testing scenarios
• Assessment, review and improvement of the adequacy and appropriateness of Treasury’s strategies to optimise the bank's liquidity position, including managing cash reserves, borrowing facilities, and asset-liability matching
• Monitoring daily liquidity positions, inflows, outflows, and potential funding gaps and report on liquidity risk metrics to senior management and regulators
• Identification and assessment of potential sources of liquidity risk, such as market volatility, customer withdrawals, and regulatory changes
• Development and testing of contingency plans to address liquidity shortfalls and market disruptions and Implementation of corrective actions as needed to maintain adequate liquidity levels

• Experience engaging with APAC regulators (e.g. CBIRC, MAS, HKMA, APRA, JFSA, RBI), including onsite inspections, regulatory submissions, thematic reviews, and policy consultations, with a solid understanding of jurisdiction-specific liquidity requirements
• Exposure to Fed, PRA, or EBA frameworks is advantageous
• Mandarin capability for China coverage
• Strong experience in liquidity and funding risk management, balance sheet analysis, and Treasury ALM or non-traded market risk, with solid technical understanding of LCR, NSFR, liquidity metrics and liquidity stress testing frameworks
• Ability to perform effective second-line oversight, including monitoring and challenging liquidity risk limits, reviewing first-line Treasury activities, and risk analysis and reporting for senior stakeholders
• Hands-on experience in liquidity stress testing, including scenario analysis, review of assumptions, methodology design, calibration and impact assessment, in line with Group internal frameworks and regulatory expectations
• Working knowledge of liquidity risk frameworks and controls, including risk appetite, limits, triggers, and escalation processes, with experience supporting framework enhancements and policy updates
• Exposure to intraday liquidity and collateral dynamics, with an understanding of payment flows, liquidity usage, and funding implications
• Experience reviewing liquidity risk implications of business activities, including new products, funding structures, or balance sheet changes, with exposure to relevant governance forums
• Understanding of contingency funding planning, including liquidity stress scenarios and potential management actions under stress conditions
• Strong stakeholder management and communication skills, with the ability to provide constructive challenge, and operate in a fast-paced environment

Exposure to Fed, PRA, or EBA frameworks