asset liability management / irrbb - risk management in Hong Kong

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job details

posted
location
hong kong
specialism
banking & financial services
job type
permanent
working hours
Full-Time
salary
hk$ 720,000 - hk$ 1,100,000 per year
reference number
91M0123732_1540251554
contact
rouella jose landicho, randstad hong kong
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job description

about the company
Our client is a leading regional corporate and investment bank.
about the job
  • You will evaluate the Bank's current and future interest rate risk position and analyze alternative strategies to control interest rate risk
  • Prepare written analysis, propose strategies and action plan to fund the HK branch balance sheet and address interest rate risk for ALCO and work closely with the Chief Risk Officer in relation to interest rate risk position
  • Coordinate the implementation of asset and liability management strategies
  • Provide direction and support for ALCO
  • Work closely with members of ALCO including Treasury, Risk Management and other related colleagues to ensure adequate data are collected and to evaluate the adequacy of analytical techniques adopted
skills & experiences required
  • Degree holder in Finance, Economics, Accounting, or other quantitative discipline
  • At least 4 to 5 years of relevant ALM, market risk, liquidity risk, or IIRBB experience
  • Proven analytical skills in forecasting, modelling, budgeting
  • Strong communication skills in written and spoken English and Chinese

To apply online, please click on the link below. Alternatively, for a confidential discussion please contact Rouella Landicho on + 852 2232 3479 or email: rouella.landicho@randstad.com.hk

skills

asset liability management, liquidity risk, IRRBB, risk management, banking book risk

qualification

Degree holder in Finance, Economics, Accounting, or other quantitative discipline
At least 4 to 5 years of relevant ALM, market risk, liquidity risk, or IIRBB experience

educational requirements

Bachelor Degree