To prepare liquidity risk analysis report and stress testing, on-going review the liquidity risk management procedures or policies
- Prepare liquidity risk reports in timely manner and investigate significant exposure changes and limit excess.
- Participate in different projects assigned by management such as policy review, system enhancement, new product development etc.
- Contribute to improve / review the existing liquidity risk management procedures or policies.
- Communicate with internal or external auditors, regulator and head-office to resolve the assigned projects.
- Perform liquidity stress testing, review methodology and result.
- Perform regular or ad hoc liquidity risks analysis.
- Liaise with front to back office to drive different risk tasks.
- Contribute to the latest Basel development.
- University degree holder in business or related disciplines.
- Minimum 8 years banking experience, of which 5 years in risk related exposure.
- Qualification for Enhanced Competency Framework on Treasury Management is preferable.
- Good working knowledge of respective regulators and/or statutory policies related to Banking.
- Customer and business focus, excellent analytical skill.
- Independent and detail-oriented.
- Good knowledge on latest new Treasury products.
- Good knowledge on Excel & VBA. Experience in SAS operation is preferred.
- Good command of both English and Chinese (including Putonghua).