APAC Asset & Liability Management Senior Risk Associate
Wells Fargo
Hong Kong, Central and Western District
5天前

Role

of APAC International Asset & Liability Management (ALM) Risk Senior Associate

This is a key role within the Specialty Risk team and APAC Regional Chief Risk Office (RCRO) team, and reports jointly to Head of Specialty Risk and APAC Head of Risk Oversight, in line with Independent Risk Management (IRM) Dual Accountability Model in regions.

The position will cover a broad range of items associated with International ALM independent risk oversight for Asia-Pacific region (APAC) including interest rate risk and foreign exchange risk.

This position will support ALM risk assessment of multiple APAC branches and legal entities in the context of balance sheet risk, local ALM risk regulatory expectations, as well as ensure adherence with Wells Fargo’s Risk Management Framework.

A successful candidate will possess self-initiative along with strong market or interest rate risk management expertise, analytical capabilities, and robust verbal and written communication skills.

Responsibilities

of this position include, but are not limited to :

  • ALM Risk assessment and continuous monitoring of various APAC branches and legal entities, including respective ALM risk measurements and analytics.
  • Communication with multiple business partners including risk and line of business staff, risk management partners in treasury, market, credit, investment and technology functions.
  • Work with these teams to understand the business, risk appetite, risk profile and risk metrics of the entities.

  • Support development of appropriate ALM risk measurements and limits, work with reporting and analytics teams to ensure proper communication and escalation of risk issues to stakeholders and oversight committees.
  • Work with stakeholders to ensure compliance with local ALM risk regulatory expectations and the firm’s Risk Management Framework
  • Support stress testing, regular review and formal challenge sessions in the context of business as usual and stress testing analysis
  • Market Skills and Certifications

    Required Qualifications :

  • 5-10 years of risk experience (3+ years of experience in one or a combination of the following : trading, desk analyst, or capital markets)
  • Desired Qualifications :

  • 5-10 years of balance sheet-wide interest rate risk management experience in either a front line, independent risk management (IRM), audit or regulatory capacity.
  • Experience should include risk measurement, reporting and analysis.

  • Broader experience across risk types and analytics, including credit, market, liquidity, as well as model risk expertise across a range of areas would be well regarded.
  • Demonstrate a strong understanding of IRR management tools (e.g. economic value of equity and earnings at risk), capital markets, wholesale funding and hedging.
  • Experience with financial and accounting concepts (particularly as it relates to international ALM)

  • Prefer experience in IRM, foreign exchange, international banking operations
  • Demonstrate familiarity with Interest Rate Risk (IRR) models in theory and practice. Quantitively Risk Management (QRM) experience is a plus.
  • Demonstrate capabilities in leadership, relationship building, proactive management skills as well as experience with project management tools and approaches
  • Possess strong analytical skills with high attention to detail and accuracy as well as the ability to understand problems, identify solutions and develop clear options and recommendations
  • Ability to work with others collaboratively for team success
  • Demonstrate excellent verbal, written, and interpersonal communication skills; experience presenting to senior management.
  • Ability to synthesize information to identify key risks, customer impact, financial implications, delays that could impact delivery, and issues that pose material risk to the project or business
  • Reliable, results driven individual with a track record of completing goals and objectives
  • Experience in an environment that requires attention to detail, critical thinking and problem-solving skills.
  • Ability to work independently and build relationships across teams.
  • Should possess advanced Microsoft Office skills
  • Bachelor’s degree in a quantitative discipline, such as Economics, Finance, Math, Accounting or similar quantitative major.
  • Advanced degree in a related area preferred.

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