Include but are not limited to

Liquidity Risk Management

• Understand and stay current on the liquidity risk management and stress testing regulations and requirement
• Maintain liquidity risk stress testing models, templates, process and procedures; improve and refine existing assumptions, methodology, automation, and documentation
• Monitor liquidity buffer daily
• Coordinate with business units on liquidity buffer forecasts
• Prepare month-end liquidity risk stress testing results and report timely to business units and senior management
• Perform scenario analysis and buffer forecast to assist senior management make strategic decision and capital planning

Risk reporting and analysis

• Conduct interest profit analysis
• Perform quantitative analysis on variance and forecast on balance sheet
• Assist other team members on data source tracking and reconciliation
• Provide data analysis and summary for different spreadsheet reporting
• System upgrades related to IBOR transition
• Create monthly reports including liquidity risk report, business forecast report, foreign exchange exposure report, etc.
• Automate production process and maintain report templates

Risk Governance and Regulatory Exams

• Respond to audit requests and questions from model validation, and regulatory supervising teams
• Prepare audit materials
• Collaborate with other departments on annual liquidity model and assumption review
• Prepare meeting materials and coordinate meetings with various risk committees
• Train and guide junior team members

• Bachelor’s degree is required, Master's Degree is preferred
• Minimum 1-3 years of work experience in liquidity risk management and/or asset liability management
• Knowledge of financial products and regulatory requirements on EPS, LCR rules, NSFR, etc. is required
• Skills in statistical tools such as VBA or SQL is required
• Bilingual capability in Mandarin is highly preferred
• CFA certification is preferred

Actual salary is commensurate with candidate’s relevant years of experience, skillset, education and other qualifications.