about the company.
Out client is a reputable corporate bank, osters a culture of integrity, colliaboration, and flexbility.
about the team.
You will be joining a team of 6 memebers
about the job.
- Execute daily asset and liability management (ALM), liquidity risk, and interest rate risk reporting and monitoring, including P&L calculations and regular stress testing.
- Present ALM-related matters to the Asset/Liability Committee (ALCO) and Risk Management Committee (RMC) of the branch, providing valuable insights and recommending remedial measures as necessary.
- Utilize Macros/VBA programming in MS Excel to develop customized reports and leverage statistical methodologies to review risk limits, triggers, and risk indicators.
- Ensure procedures and manuals are kept up to date and maintain their accuracy.
- Provide support to business units and actively contribute to Head Office/HK Branch projects, as well as participate in User Acceptance Testing (UAT) activities.
skills & experiences required.
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