Vice President of Treasury – Liquidity Risk Management
2 months ago
Vice President of Treasury – Liquidity Risk Management
Key Responsibilities:
- Calculate and forecast cash flows for diverse derivatives operations.
- Conduct liquidity stress testing, evaluate methodologies and outcomes, and enhance scenarios and models.
- Evaluate liquidity risks associated with new business initiatives or products, providing control recommendations and strategies.
- Design and oversee liquidity risk control metrics and early warning systems, establishing limits to maintain liquidity risk within acceptable parameters.
- Contribute to the assessment and enhancement of current liquidity risk management policies and procedures.
- Lead the organization’s liquidity risk emergency response efforts, develop liquidity contingency plans, and execute emergency simulations.
- Assist in the development of a comprehensive liquidity risk management framework.
Qualifications:
- Master's degree or higher in finance, mathematics, statistics, computer science, physics, or a related field.
- Proficient in at least one data analysis programming language such as Matlab, R, Python, or Excel VBA.
- A minimum of 5 years of substantial experience in liquidity risk management, market risk management, or counterparty risk management, with a preference for expertise in counterparty risk management.
- Strong understanding of risk management techniques and financial instruments, particularly in derivatives (TRS, Futures, options, IRS, FX) and structured product pricing along with key risk factors.
- Familiarity with regulatory standards regarding liquidity risk set forth by relevant authorities.
- Exceptional analytical, communication, and interpersonal abilities.
- Professional certifications such as CFA or FRM are advantageous.
- Proficient written and verbal communication skills in both Mandarin and English.
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