Job Responsibilities:
- Conduction annual review of Group IRRBB policies and guidelines, and provide feedback and comments to overseas subsidiaries’ policy and guidelines review.
- Coordinate BSRM limit review in collaboration with PLM, CTU, overseas entities, taking into consideration the regulatory requirements and the Bank’s balance sheet structure.
- Monitor and assist in related escalation processes.
- Provide in-depth analysis on IRRBB related issues and ad-hoc and analytical support for management and committees.
- Evaluate changes in policy and regulatory requirements and conduct impact assessment
Job Requirements:
- Degree holder majoring in Business, Finance or equivalent professional certifications with relevant experience in a financial institution, holder of FRM/PRM will have an advantage
- Candidate familiar with SAS/Python language will have an advantage
- Team player, self-motivated and resourceful
- Numerically inclined with a strong analytical mind
- Highly proficient in the use of Microsoft Excel
