EY

FSO - Risk Consulting - FRM (Liquidity & Interest Rate Risk) - Staff/Senior Associate - Hong Kong

📍 Location
Hong Kong, Hong Kong
⏰ Job Type
Full-time
📅 Posted
June 11, 2026
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Job Description

Diversity is a core value at EY. We are passionate about building and sustaining an inclusive and equitable working environment for all of our people. We believe every member in our team enriches our diversity by exposing us to a broad range of ways to understand and engage with the world, identify challenges, and to discover, design and deliver solutions.


Your key responsibilities

  • Develop, implement, validate and maintain models for balance sheet management ( IRRBB and liquidity risk management) for different segments of banks portfolios

  • Develop policies, procedures and compile reports such as technical documentation and user requirements

  • Monitor, back test and report performance of quantitative models

  • Work closely with relevant stakeholders to ensure adherence to the governance framework for model deployment and ensure timely closure

  • Work as a team to develop new approaches and ideas to fit client needs, by u...
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