Responsibilities:

• • • • • • • • • • • • • • •  

                              • 制定并执行公司资产负债管理策略，确保资产及负债在期限、利率、币种及现金流等方面合理匹配；

                              Development and implement ALM strategies to ensure proper matching of assets and liabilities in terms of tenor, interest rate, currency and cash flow aspects;

                              • 建立并维护流动性风险监测体系，定期计算并分析流动性覆盖率，进行情景模拟及压力测试；

                              Establish and maintain a liquidity risk monitoring framework, regularly calculating and analyzing LCR, performing scenario simulation and stress testing;

                              • 定期编制ALM管理报告，向资产负债委员会（ALCO）及高管层汇报风险状况、策略执行效果及建议；

                              Prepare regular ALM management reports for the Asset and Liability Committee (ALCO) and senior management, covering risk profiles, strategy execution results and recommendations;

                              • 负责向集团总部定期提交资产负债管理相关的各类报告；及时、准确地响应总部提出的查询。

                              Responsible for periodic head office reporting on ALM-related matters; Response to head office queries in a timely and accurate manner;

                              • 定期编制并向集团报送资负类监管及管理报表，包括但不限于流动性缺口、流动性覆盖比率、银行账簿利率风险计量、系统重要性银行、外汇风险敞口等

                              Regularly prepare and submit asset-liability regulatory and management reports to the Group, including but not limited to liquidity gap, liquidity Coverage Ratio (LCR), bank book interest rate risk measurement, systemically important banks, foreign exchange risk exposure etc.

Requirements:

• • • • • • • • • • • • • • • • • • • • 金融、经济、会计、风险管理等相关专业本科及以上学历；

                                      Bachelor’s degree or above in Finance, Economics, Accounting, Risk Management or related fields;

                                      • 5年以上金融机构相关工作经验，负责ALM管理工作；

                                      5+ years of relevant experience, responsible for ALM management works;

                                      • 具有商业银行、投资银行背景者优先；

                                      Experience in commercial banking, investment banking is preferred;

                                      • 能马上入职者优先考虑。

                                      Immediately available is preferred.

                                      ·        熟悉掌握ALM模型、缺口分析、久期分析、情景模拟及压力测试方法；

                                      Proficiency in ALM modeling, gap analysis, duration analysis, scenario simulation and stress testing methodologies;

                                      ·        具备团队合作精神、良好的沟通、分析及解难能力；

                                      Good team player with good communication skills, analytical and problem solving skills;

                                      ·        优秀的逻辑思维和分析能力；

                                      Strong logical and analytical mind;

                                      ·        精通Excel和Word各项功能；

                                      Proficient in various functions of Excel and Word;

                                      ·        流利的普通话口语和书面中文及英文。

                                      Fluent in spoken Putonghua and written Chinese and English.