Senior Associate_ IRRBB DA_Advisory

Line of Service

Industry/Sector

Specialism

Management Level

Job Description & Summary

* Why PWC

At PwC, you will be part of a vibrant community of solvers that leads with trust and creates distinctive outcomes for our clients and communities. This purpose-led and values-driven work, powered by technology in an environment that drives innovation, will enable you to make a tangible impact in the real world. We reward your contributions, support your wellbeing, and offer inclusive benefits, flexibility programmes and mentorship that will help you thrive in work and life. Together, we grow, learn, care, collaborate, and create a future of infinite experiences for each other. Learn more about us .

At PwC, we believe in providing equal employment opportunities, without any discrimination on the grounds of gender, ethnic background, age, disability, marital status, sexual orientation, pregnancy, gender identity or expression, religion or other beliefs, perceived differences and status protected by law. We strive to create an environment where each one of our people can bring their true selves and contribute to their personal growth and the firm s growth. To enable this, we have zero tolerance for any discrimination and harassment based on the above considerations. "

Job Description & Summary: Migration of IRRBB, Liquidity regulatory reporting from the legacy system to New Analytical Tool in the capacity of Business Analyst Testing of weighted average yield calculations to compare the regulatory reports generated by the system against manual calculation of yield across all interest rate sensitive products such as deposits, loans etc. Testing of maturity profile to assess whether behavioral assumptions are correctly applied in the systems across all balance sheet Comparison of the legacy system against the new vendor IRR sensitivity system to evaluate the cash flow profiling against different time buckets Develop a robust stress testing framework for IRRBB for HK region which would allow strategic decision-making and ensure Interest rate sensitivities are accurately captured in the model Lifecycle management - Requirement gathering, elicitation, prioritization and documentation - BRDs, FRDs, As-Is vs To-be (Current vs Future state) / Gap Analysis and Process modelling, etc. Functional and User Acceptance Testing, Test Scenarios and Test Conditions, End to End (Integration). Functional knowledge/ experience in SQL Understanding of the Liquidity Regulatory metrics like LCR, NSFR, CFMR, and ALMM

Responsibilities:

Candidate should be well versed with Change management process including drafting business requirement documents, functional specifications documents, preparing user stories and Test cases.

Mandatory skill sets:

IRRBB DA

Preferred skill sets:

Liquidity Risk Management

Years of experience required:

5+ Years

Education qualification:

Master s or Ph.D. degree

Education (if blank, degree and/or field of study not specified)

Certifications (if blank, certifications not specified)

Required Skills

Optional Skills

Desired Languages (If blank, desired languages not specified)

Travel Requirements

Available for Work Visa Sponsorship?

Government Clearance Required?

Job Posting End Date