Treasury AVP/ VP - Balance Sheet Risk Management

Job Responsibilities:

FTP methodology development and implementation

• IRR download file analysis
• IRR reporting and analysis
• Improve underlying assumptions
• Prepare month end results
• Report results to business units and management

Production of FTP

• FTP reporting in production
• Communicate with stakeholders
• Performance monitoring and calibration
• Automate analysis process
• Maintain and update the documentation of methodology and procedures

Training

• Develop training materials
• Provide training to relevant parties

Job Requirements:

• Bachelor's Degree required
• 3+ years of experience in liquidity/ interest rate risk and FTP within a commercial bank setting
• Proficiency in Python, SQL, R, VBA, Excel, Matlab is preferred
• Mandarin Chinese fluency is required