FSO - Risk Consulting - FRM (Liquidity & Interest Rate Risk) - Staff/Senior Associate - Hong Kong

Diversity is a core value at EY. We are passionate about building and sustaining an inclusive and equitable working environment for all of our people. We believe every member in our team enriches our diversity by exposing us to a broad range of ways to understand and engage with the world, identify challenges, and to discover, design and deliver solutions.

Your key responsibilities

• Develop, implement, validate and maintain models for balance sheet management (e.g. IRRBB and liquidity risk management) for different segments of banks portfolios
• Develop policies, procedures and compile reports such as technical documentation and user requirements
• Monitor, back test and report performance of quantitative models
• Work closely with relevant stakeholders to ensure adherence to the governance framework for model deployment and ensure timely closure
• Work as a team to develop new approaches and ideas to fit client needs, by utilizing various quantitative and qualitative analysis, assessments and techniques

Requirements

To qualify for the role, you must have

• Master or Bachelor degree holder with major in Statistics, Risk Management, Mathematics or Quantitative Finance; a professional certification (e.g. FRM / CFA) will be a bonus
• 3 – 5 years of experience within a consulting firm, a bank or other financial institution’s risk management, quantitative analytics related business functions
• Sound knowledge in statistical, quantitative analysis and database language, strong background in programming languages (i.e., SAS, Python, R, SQL)
• Experience in developing and validating statistical analysis and models (e.g. behavioral models for IRRBB and liquidity risk management)
• Proficient in Microsoft Excel, PowerPoint and Word
• Excellent communication and presentation skills, good command of written and spoken Chinese and English
• Ability to work collaboratively with team members and to work individually
• Ability to multi-task, prioritize workload and meet deadlines

Skills and attributes for success

• Knowledge and practical experience with data analytics, statistical modelling and financial risk management methodologies
• Knowledge and practical experience with risk modelling and risk analysis, IRRBB modelling, liquidity risk modelling, stress testing, capital adequacy assessment, and BASEL/HKMA requirements
• Knowledge and practical experience with data wrangling, visualization and statistical techniques such as regression models, time series models, decision trees, random forests, etc.
• Able to adapt quickly and manage an environment of rapid change and development, and manage others through this process
• Someone who thinks out-of-the-box while developing models, reports or data code to solve challenging problems 

What working at EY offers

• Support, training, coaching and feedback from some of the most engaging colleagues around
• A variety of roles and client experiences, you will have the opportunity to work on a wide range of financial service risk management projects solving complex problems
•  Opportunities to develop new skills and progress your career
• The freedom and flexibility to handle your role in a way that’s right for you

If you can demonstrate that you meet the criteria above, please contact us as soon as possible.

Join us in building a better working world. 

Apply now.