AVP/VP, Interest Rate Risk Management (Asset & Liability Management Department)

Responsibilities

• Be responsible for the bank’s interest rate risk management. Conduct regular identification, assessment, monitoring, and reporting of interest rate risk exposures, execute stress testing, and drive the development of interest rate risk management systems and quantitative models.
• Based on the bank’s interest rate risk profile, develop and implement asset-liability management (ALM) policies, strategies, and measures, including portfolio restructuring, risk hedging, and interest rate pricing, while ensuring effective execution.
• Establish key risk indicators (KRIs) and limits to manage and supervise interest rate risk exposures across all business units.

Requirements

• Minimum 5 years of banking experience, with familiarity in interest rate risk management practices.
• Bachelor’s degree or higher, with strong data analysis and report writing skills.
• Demonstrated sense of responsibility, execution capability, teamwork spirit, and proactive, innovative mindset.
• Problem-solving ability, and ability to work independently and under pressure
• Good command in both written and spoken Chinese(including Putonghua) and English.

(Candidate with more experience will be considered as senior position.)