Senior Manager, Asset & Liabilities Management

Responsibilities

Implement and maintain a consistent framework on interest rate risk of Banking Book ("IRRBB") and liquidity risk management and control process.
Establish and review IRRBB and liquidity risk policies which are in line with the group practices.
Lead the team to prepare, monitor and analyze IRRBB and / or liquidity risk reports (e.g. IRRBB, PV01, MCO, LCR, or NSFR) and ensure all exposures be properly captured in ALM system
Lead the team to maintain the ALM system, develop user requirement in IRRBB and / or liquidity risk for system replacement and participate in new system acceptance tests
Prepare presentation materials for monthly ALCO and quarterly RMC meetings
Provide guidance and oversight to junior staff
Work with Head Office to review the behavioralisation models applied in measuring IRRBB, liquidity risk, or FTP
Be responsible for SDST and ICAAP in the area of IRRBB and / or liquidity risk including relevant ICAAP stress tests

Requirements

Bachelor's Degree in risk management, finance, business or related subject and Master's degree holder in a relevant subject is preferred.
TMA membership is required.
FRM / CFA or CPA membership is preferred
At least 7 - 12 years of relevant working experiences in Interest Rate Risk/ Asset & Liability Management
Knowledge in ALM system and familiar with SQL is preferred
Good analytical, interpersonal and communication and people management skills.
Attentive to details and able to work under pressure
Good command of spoken and written English and Chinese

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