You will be part of a team responsible for identifying, modelling and managing balance sheet risk, which includes liquidity risk and interest rate risk in the banking book ("IRRBB"). This includes development and maintenance of risk policies, risk monitoring / supervision, limits setting and review for the Bank Group, including subsidiaries and overseas branches and agencies. The role holder will also play a role in managing risk across overseas locations by developing expertise in balance sheet structure, interpretation of key risk metrics, understanding of important regulations and risks across locations and assisting senior management and relevant stakeholders in identifying and managing emerging risks.
Conduction annual review of Group BSRM policies and guidelines, and provide feedback and comments to overseas subsidiaries' policy and guidelines review.
Policy roll out to overseas centers and maintenance
Conduct annual 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
Conduct training to overseas centers in relation to BSRM aspects, provide advices and technical guidance to overseas centers as required
Provide in-depth analysis on liquidity and IRRBB related issues and ad-hoc and analytical support for senior management, which include Group ALCO, Group BRMC etc.
Assist in calibration of behavioral models
Evaluate changes in policy and regulatory requirements and conduct impact assessment
Review product programs
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 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 and Access