EY FSO - Consulting BC ALM/Fund Transfer Pricing 

China, Hong Kong, Hong Kong Island 

315711946

Your key responsibilities

• Develop, implement, validate and maintain asset and liability management (ALM) models for different segments of banks portfolios
• Develop and implement Funds Transfer Pricing (FTP) framework and risk models to help address interest rate risk and funding gaps
• Develop ALM policies and procedure manuals for management of key balance sheet risks
• Analyze key balance sheet metrics to identify drivers, trends and risk to structure recommendation on positioning and optimization strategies
• Communicate the methodology and results of the FTP framework to the Risk Committee, business line leaders, and other related stakeholders
• Work closely with relevant stakeholders to source and price funding for their products
• Lead 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 Economics, Finance, Math, Accounting or similar quantitative major. A professional certification (e.g. FRM / CFA) will be a bonus
• 5 - 8 years of experience within a consulting firm, a bank or other financial institution’s risk management, ALM related business functions
• Knowledge of asset and liability tools, techniques and business practices
• Ability to manage, measure, and monitor risks associated with assets and liabilities
• Strong quantitative skills, comfortable building models, managing large amounts of data, and analyzing the output to identify trends or present solutions
• 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, ALM/FTP modelling, liquidity risk modelling, stress testing, and BASEL/HKMA requirements
• 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