Senior Manager, Asset & Liabilities Management

7 days left

Employer
OCBC Wing Hang Bank Limited
Location
Hong Kong, Hong Kong
Salary
To be confirmed
Posted
Jul 08, 2021
Closes
Aug 07, 2021
Ref
11427973
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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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