Role Purpose To ensure the sound management of reserve assets, liquidity coverage, and redemption risks associated with the stablecoin.
This includes developing risk models and stress testing methodologies, and ensuring compliance with quantitative requirements under HKMA's stablecoin regime.
Key Responsibilities Monitor daily reserve adequacy and maintain 1:1 asset backing assurance.
Conduct liquidity stress testing under mild, moderate, and severe scenarios.
Track exposures to custodians and counterparties, ensuring diversification compliance.
Develop and maintain dashboards for monitoring reserve ratios, liquidity buffers, and redemption flow trends.
Act as second line of defense by challenging Treasury and Finance on risk assumptions and decisions.
Support the preparation of ICAAP-style risk analysis for regulatory submissions to the HKMA.
Qualifications & Experience7–10 years of experience in market risk, liquidity risk, treasury risk, or asset-liability management (ALM).
Strong quantitative and modeling skills, with proficiency in tools such as Excel, Python, R, or similar.
Hands-on experience in managing High-Quality Liquid Assets (HQLA) and performing liquidity stress tests.
