Manager / Assistant Manager / Officer – Interest Rate Risk Management – Asset Liability Department (PRC Bank)

Manager / Assistant Manager / Officer – Interest Rate Risk Management – Asset Liability Department (PRC Bank)

Responsibilities:

  • Update interest rate risk management policy and procedures to align with regulatory and internal requirements
  • Enhance FTP management policy and publish FTP rates
  • Prepare ad hoc reports on interest rate hedging strategies in accordance with the latest market conditions and the Bank’s asset liability structure
  • Prepare daily interest rate risk report, including repricing gap reports and rate sensitivity analysis
  • Enhance current interest rate risk reports and provide user requirements for system enhancement
  • Prepare projections on the Bank’s net interest income and scenario analysis

Requirements:

  • University graduate with proven track record in interest rate risk management in Banking Book, FTP management and familiar with banking business and products
  • Good understanding on corresponding regulatory requirements
  • Good analytical, interpersonal and communication skills
  • Proficient in MS Office applications and Chinese word processing, Excel and PowerPoint

Interested candidates please send your cv to suzanne.choi@levin.hk or contact us at 25200104

30-60K

3

Degree

Central


Enquiry: 25200104

To apply for this job, please send your CV to suzanne.choi@levin.hk


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