Vice President, Interest Rate Risk & Liquidity Modeling
Full time
at China CITIC Bank International Limited
in
Hong Kong
Posted on May 8, 2024
Job details
Responsibilities:
- Assess and monitor liquidity risk exposures and risk metrics on a regular basis, identify and measure liquidity risk factors and potential impacts to the Bank;
- Conduct regular liquidity stress testing and review the appropriateness of the assumptions to assess the potential cash flow impact and intraday liquidity risk profile of the Bank;
- Conduct quantitative behavioral analysis of the exposures relevant to liquidity risk, monitor the performance of the models and suggest enhancement where necessary;
- Review and maintain relevant risk management policies and procedures
- Provide timely and accurate reports to senior management;
- Support risk and other ad-hoc analytics tasks in respect to requests from regulatory bodies and/or management;
- Provide guidance to junior team members.
- Degree holder in Finance, Accounting, Risk Management or related disciplines;
- 8 - 10 years relevant working experience in relevant field;
- Sound understanding of regulatory requirements in respect of liquidity risk management and methodologies;
- Experience in SAS is a must, knowledge in other programming language such as Python, VBA is a definite advantage;
- Professional Qualification in FRM, CFA is a plus;
- Analytical, self-motivated, detail-minded, organize and able to work independently;
- Good command of written and spoken English and Chinese (including Putonghua).
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