EY FSO - Consulting BC Liquidity & Interest 

China, Hong Kong, Hong Kong Island 

286394924

FSO - Consulting - BC - Liquidity & Interest Rate Risk (FRM) - Senior Associate - Hong Kong

Your key responsibilities

• Develop, implement, validate and maintain models for balance sheet management (e.g. IRRBB and liquidity risk management) for different segments of banks portfolios
• Develop policies, procedures and compile reports such as technical documentation and user requirements
• Monitor, back test and report performance of quantitative models
• Work closely with relevant stakeholders to ensure adherence to the governance framework for model deployment and ensure timely closure
• Work as a team to develop new approaches and ideas to fit client needs, by utilizing various quantitative and qualitative analysis, assessments and techniques

To qualify for the role, you must have

• Master or Bachelor degree holder with major in Statistics, Risk Management, Mathematics or Quantitative Finance; a professional certification (e.g. FRM / CFA) will be a bonus
• 3 – 5 years of experience within a consulting firm, a bank or other financial institution’s risk management, quantitative analytics related business functions
• Sound knowledge in statistical, quantitative analysis and database language, strong background in programming languages (i.e., SAS, Python, R, SQL)
• Experience in developing and validating statistical analysis and models (e.g. behavioral models for IRRBB and liquidity risk management)
• Proficient in Microsoft Excel, PowerPoint and Word
• Excellent communication and presentation skills, good command of written and spoken Chinese and English
• Ability to work collaboratively with team members and to work individually
• Ability to multi-task, prioritize workload and meet deadlines

Skills and attributes for success

• Knowledge and practical experience with data analytics, statistical modelling and financial risk management methodologies
• Knowledge and practical experience with risk modelling and risk analysis, IRRBB modelling, liquidity risk modelling, stress testing, capital adequacy assessment, and BASEL/HKMA requirements
• Knowledge and practical experience with data wrangling, visualization and statistical techniques such as regression models, time series models, decision trees, random forests, etc.
• Able to adapt quickly and manage an environment of rapid change and development, and manage others through this process
• Someone who thinks out-of-the-box while developing models, reports or data code to solve challenging problems

What working at EY offers

• Support, training, coaching and feedback from some of the most engaging colleagues around
• A variety of roles and client experiences, you will have the opportunity to work on a wide range of financial service risk management projects solving complex problems
• Opportunities to develop new skills and progress your career
• The freedom and flexibility to handle your role in a way that’s right for you