Job Responsibilities:
You will be part of a team responsible for managing balance sheet risk. This includes development and maintenance of liquidity risk policies, risk monitoring, new product program review for the Bank Group.
Roles and Responsibilities:
- Conduct annual review of the Group Liquidity policies including oversight to overseas subsidiaries and branches policies.
- Evaluate changes in policy and regulatory requirements and conduct impact assessment.
- Work with stakeholders on liquidity assumptions and calibration of behavioral models.
- Conduct impact studies before rolling out of new assumptions/ risk metrics.
- Perform annual review of statistical studies and ensure their robustness by considering best market practice, regulatory requirement and business activity.
- Monitor and assist in limit escalation process.
- Provide ad-hoc analytical support for management and committees.
- Provide support and review of new products in the product programs.
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
