Treasury Risk Analyst: Asset & Liability Management (ALM) - VP/VP

  • Excellent HKD
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • Sloane Shorey Consulting , EA Licence No: 17S8548
  • 29 Aug 18 2018-08-29

Global bank with expanding footprint in Asia is adding bench-strength to its Hong Kong risk function. An extra headcount at senior AVP / junior VP level is required to provide specific interest rate risk coverage for the banking book. The bank is looking for confident risk analysts with ALM experience, first-class modelling skills and IRRBB knowledge to join their talented team.

Duties:

  • Evaluate current and future interest rate risk position
  • Analyze strategies to manage interest rate risk
  • Prepare written analysis, propose strategies and action plan to fund the balance sheet
  • Address interest rate risk for CRO and ALCO
  • Implement ALM strategies throughout the Bank and establish a monitoring process
  • Provide direction and support to the ALCO
  • Work closely with members of ALCO (Treasury, Risk, etc) to ensure data collected can evaluate adequacy of analytical techniques used
  • Develop FTP policies and procedures, execute and monitor the FTP initiative for the Bank

 

Requirements:

  • Quantitative Degree holder
  • CPA, ACCA or CFA qualification
  • 5+ years' relevant experience in banking or financial institutions.
  • ALM modelling experience
  • Proven analytical skills including forecasting, modelling, budgeting and etc

 

Excellent opportunity to join a prestigious bank, committed to the region and expanding its footprint. Limited interview slots available. Please apply today for full information.