Manager

1.Should have a strong understanding of the Liquidity Regulatory metrics (PRA, HKMA, MAS and other relevant regulators) like LCR, NSFR, PRA110/CFMR, and ALMM.

2.Must possess a comprehensive understanding of the various banking book and trading book products that contribute to the calculation of the liquidity metrics. Knowledge of Basel Liquidity regulations and good understanding of financial risk.

3.Should be able to explain the variances observed in the reporting lines and provide business justifications

4.Possess a strong understanding of the capital market products and how they are used in Liquidity reporting

5.Possess strong communication skills and presentation skills to present the reporting results to the stakeholders like country finance/country treasury/GLRR teams

6. Preferred experience with Moody's Fermat/Risk Authority risk calculation and Risk Confidence reporting engines

7.Proficiency in SQL is mandatory

8. Exposure working as Business Analysts working on Waterfall/Agile Methodology and System Transformations through exposure to documenting BRD, FSD, UAT/ SIT/Regression testing, pre and post production support.

9. Proficient in MS office tools, JIRA and Confluence.