Bank of China (New Zealand) Limited

Senior Risk Manager/Risk Manager – Treasury and Liquidity Risk (2nd Line Risk)

Auckland, Auckland, NZ

25 days ago
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Summary

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: https://www.seek.co.nz/job/83407800?ref=cm-ui

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