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
- 2 years+ 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