We are working with a reputable bank on a liquidity risk hiring in Hong Kong.

You will be covering liquidity risk indicator forecast / interest rate risk stress test and conduct annual review on behavioral models, ideally with SAS coding. You will also need to monitor and analyze day-to-day risk monitoring reports.

You will need at least 3 years of working experience in Banking Book Liquidity Risk / Interest Rate Risk Management. Knowledge in SAS, VBA, Bloomberg, Reuters, and Yield Book will be an advantage.

Please send your CV to Jane Chan at jchan@ashford-benjamin.com, or call +852 2315 9512 for a confidential discussion.


To apply for this job email your details to jchan@ashford-benjamin.com