Interest Rate Risk Management Manager – Asset Liability Department
Agricultural Bank Of China (HK Branch)
- Company Industries：Banking
Job Information
- Post Date：2022-07-20
- Career Level：Senior
- Location：Not Specified
- Qualification：Degree
- Employment Type：Banking / Finance, Private Banking, Others, Risk M
- Job Function：Banking / Finance Private Banking Others Risk Management
Job Description
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
- 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
The data collected will be used for recruitment purpose only.
Company Info
Agricultural Bank of China Limited is a wholesale bank which provides a wide range of banking products and services that include syndicated loan, bilateral loan, trade finance, foreign exchange, deposits, remittance etc.As we are expanding our business in Hong Kong, we invite candidates who are interested to join our growing team to apply.
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