Assistant Manager, Liquidity Risk Management, Risk
Core
Monitor and manage liquidity risk limits for CLSA's Treasury, FICC, and Equity Derivatives businesses, including LCR and gap analysis.
Role type
Assistant Manager, Liquidity Risk Management
Builds
Web-based liquidity risk reports and dashboards
Domain
Financial Services / Liquidity Risk
Deliverable
dashboards & analysis
Required skills
Liquidity risk measures (LCR, NSFR), Stress testing, Scenario analysis, VBA, SQL, Risk reporting
Preferred skills
Market risk monitoring, New business/product risk identification
Technologies
VBA, SQL
Responsibilities
Monitor liquidity risk and manage risk limits daily, Produce risk reports (daily/monthly/ad-hoc), Perform stress testing and scenario analysis, Liaise with front office to identify risks for new products, Participate in projects and NPAs, Work with IT to build risk dashboards
