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Corporate Treasury Middle Office - APAC Liquidity & Interest Rate Risk - Associate

Req #: 170083805
Location: Hong Kong, , HK
Job Category: Accounting/Finance/Audit/Risk
Potential Referral Amount: 20000 Hong Kong Dollar (HKD)
Department Description: 
The Corporate Treasury Middle Office team (CTMO), provides support for the key functions of Liquidity Reporting, Interest Rate Risk Reporting and Funds Transfer Pricing.  Primary objective is to ensure the completeness and quality of the data and control processes supporting these functions.   CTMO is also responsible for the production and accuracy of key Liquidity and Interest Rate Risk reports distributed both externally & internally.  The CTMO manages and ensures execution of the control framework and operating model supporting the data flow from the various line of business (LOB) systems, through the common framework, into the Liquidity Risk Infrastructure (LRI) & Interest Rate Risk Infrastructure (ALMOND) applications and ultimately feeding down into various Liquidity and Interest Rate risk analytical tools and reports.
In partnership with the various LOBs, Finance, Operations and Treasury, CTMO executes key controls and diagnostics to validate Liquidity and Interest rate Risk information at the Legal Entity, Currency, LOB, and Product levels. CTMO develops metrics that measure and track data quality, efficiency and performance of the end to end operating model. CTMO also provides advanced analytics services  on liquidity and management analytics, allocation of liquidity sources and uses, funds transfer pricing etc leveraging on the analytics tool capabilities across the LRI, ALMOND and General Ledger Platforms
 
Position Description: 
This position has a dual function covering both BAU delivery and supporting projects affecting CTMO
 
On the BAU delivery front, this position is focused on, but not limited to liquidity analysis and reporting that supports the team's responsibilities detailed above. Liquidity analysis and reporting focuses on:
 
  • Ongoing monitoring of the firm’s liquidity position, developing reporting and analytics to assess impact of business decisions on firm’s liquidity position
  • Support key stakeholders including Liquidity Risk Oversight, Liquidity Management and Policy, Legal Entity Controllers, LOB Treasury, and Senior Management by running regular reporting to calculate, monitor and track liquidity measures, incorporating regulatory and internal liquidity stress scenarios
  • Calculate liquidity ratios, generate complex stress testing, and develop liquidity analytics for different legal entities and incorporate currency impacts
  • Partner with Liquidity Risk Oversight; Liquidity Management and Policy groups to analyze and communicate the impact of regulatory rule changes, model assumption changes
  • Monitor data flows on an ongoing basis between source systems and LRI through to final reports and serve as the control point for handling inquiries on significant variances and impacts in the liquidity reporting
  • To partner across the entire CTMO global community to ensure data readiness and to provide cross-reconciliations on all current, new and proposed liquidity reporting, including and not limited to : US LCR, Local LCRs, FRB 5G reporting, US and Local NSFRs and Dodd-Frank Section 165 at both firm wide and legal entity level, Firmwide and LE level liquidity stress testing etc.
  • Assist on developing ad-hoc analysis for specific regulatory initiatives and senior management request for data and analytics
On the Project Support front, the candidate will be an integral member participating on Liquidity and Structural Interest Rate Risk projects, providing support and leadership to the implementation of LRI and SIRR programs across APAC, in particular  onboarding the regional and local regulatory reporting demands to execute under the standard CTMO global operating model making use of the strategic platform. Specific responsibilities include:
 
  • Business analysis support and development of requirements for country specific liquidity and structural interest rate reporting treatment and methodologies on LRI/SIRR platform
  • Support UAT execution and Release implementation
  • Partner with Operations and other stakeholders to establish target operating model and ensure appropriate controls are built into LRI/SIRR processing model
  • Develop and maintain status reports / dashboards for project governance
  • Represent regional requirements and act as liaison with Global LRI/SIRR program forum
  • Other ad-hoc project management and administration duties
 
The position offers good visibility into various products across the bank as well as the unique opportunity to understand firm initiatives from a big picture perspective.  There is extensive partnering with colleagues within the various lines of businesses, Treasury, and other Corporate functions, in particular through the project support space.  There is also significant visibility to senior management, as the team's analyses and reports are regularly presented to senior management and the Board of Directors and are leveraged for presentations to external regulators.
The ideal candidate should have:
  • A creative thinking mindset and is eager on challenging the status quo with innovative proposals on process improvements and value added
  • Strong analytical , data management and  problem  solving skills
  • Ability to present information in a clear and concise manner
  • Ability to work under pressure, prioritize multiple tasks, and bring tasks to completion
  • High level of professional maturity, organized and able to execute responsibilities and lead projects independently with minimal supervision.
  • Strong interpersonal skills and team spirit
  • 3-5 years experience in Banking Industry -  Exposure on Business/Financial Analysis, Risk Management , Project / Change Management,  Process Re-engineering  OR Treasury / Investment Operations
  • Knowledge of liquidity risk management guidance and banking regulations and practices in US and Asia location(s) a plus
  • Ability to communicate on other Asia language a plus
 
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