Senior Officer, Balance Sheet Risk Management
1 month ago
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
Tell employers what skills you have
Microsoft Excel
Risk Control
Risk Modeling
Cyber Risk
IT Risk
HomeBank
Asterisk
Bank Accounts
Team Player
Regulatory Requirements
Trust bank
Banking Law
Calibration
Gap Risk
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