Job Responsibilities
1. Liquidity Risk Management for Wealth Management Funds Pool
Responsible for daily monitoring and ongoing management of liquidity risks related to the company’s wealth management funds pool, as well as net-value-based and fixed-income product portfolios. Continuously track key indicators such as product subscriptions and redemptions, existing asset scale, and asset liquidation capacity. Identify potential liquidity risks including funding gaps, maturity mismatches, and concentrated redemptions. Ensure smooth and stable redemption operations in wealth management business, strictly complying with relevant liquidity risk management regulations.
2. Dynamic Adjustment of Product Interest Rates and Yield Parameters
Based on utilization rates of the funds pool, market interest rate trends, peer product yield levels, and shifts in market supply and demand, dynamically implement adjustments and execution of core parameters such as product yields, interest calculation rules, and pricing bands. Balance product competitiveness, funding costs, and overall spread profitability, while avoiding risks associated with inverted interest spreads.
3. Configuration and System Maintenance of Risk Control Parameters
Responsible for configuring, validating, and maintaining core risk control parameters for wealth management products, including duration, liquidity reserve ratios, collateral discount rates, risk exposure limits, subscription and redemption limits, and other critical metrics. Ensure stable and efficient operation of wealth management systems and valuation/interest calculation systems, eliminating operational risks caused by parameter anomalies.
4. Abnormal Risk Monitoring and Emergency Response
Monitor in real time abnormal subscription/redemption activities, large-scale concentrated transactions, unusual net value fluctuations, and deviations from market interest rates. Regularly monitor various risk indicators to identify potential liquidity crises, interest rate volatility, and operational risks. In response to liquidity stress or extreme market conditions, promptly implement risk control measures and develop emergency response plans.
5. Data Review and Optimization of Risk Control Strategies
Conduct regular in-depth tracking and post-mortem analysis of funds pool operations, product performance, interest rate fluctuations, and subscription/redemption data. Produce routine risk analysis reports. Based on business data, market changes, and risk case studies, continuously refine and optimize pricing strategies, liquidity management policies, and risk prevention frameworks.
6. Cross-Team Collaboration and Implementation
Collaborate closely with product, technology, investment research, and operations teams to drive system implementation and iterative optimization of wealth management risk control rules, interest rate models, and liquidity management strategies. Work directly with frontline business units to ensure that risk control strategies are aligned with actual business scenarios, practical, and executable.
Job Requirements
1. Education and Professional Background
Bachelor’s degree or higher preferred, with a background in finance, mathematics, statistics, financial management, computer science, or related fields. Solid foundation in financial risk control, interest rate pricing, and liquidity management is required.
2. Professional Experience
2–5 years of experience in bank wealth management, asset management companies, securities firm wealth management, internet finance, or similar roles. Must have hands-on experience in managing the full lifecycle of net-value-based, fixed-income, and cash management products, including product operations, pricing, or risk control. Familiarity with the entire wealth management business process is essential.
3. Business Understanding
Clear understanding of the full product lifecycle, including product registration, fund collection, asset allocation, valuation and interest calculation, customer subscriptions and redemptions, and wind-up and payout processes. Deep familiarity with core risk control logic and the mechanics of funds pool operations, enabling accurate assessment of how capital utilization and maturity structure changes impact product liquidity and interest returns.
4. Core Professional Competencies
Proficient in common risk control and pricing parameters used in wealth management, including duration, liquidity coverage ratio, collateral discount rate, subscription/redemption limits, risk exposure, and pricing basis points. Expertise in parameter adjustment logic and applicable scenarios. Capable of independently formulating and executing clear strategies for interest rate adjustments and liquidity optimization based on market interest trends and funding supply-demand dynamics.
5. Data Analysis and Risk Assessment Skills
Strong foundational data analysis skills, capable of using data such as capital utilization rates, fund flows, subscription/redemption volumes, interest rate trends, and net value fluctuations to validate business judgments and identify potential risks. Highly sensitive to risks, capable of quickly identifying potential issues such as abnormal transactions, liquidity gaps, and interest rate fluctuations, and promptly responding with effective risk control measures.
6. Collaborative Competence
Excellent cross-departmental communication and coordination skills, enabling efficient collaboration with product, technology, and research teams to drive the implementation and continuous improvement of risk management strategies and pricing models. Detail-oriented, diligent, highly responsible, with strong problem-solving abilities and resilience under pressure. Bonus points
- Experience in cash management wealth products, open-end net value products, and cross-term portfolio management; familiar with new wealth product regulations and liquidity supervision requirements
- Proficient in mainstream wealth product interest rate pricing models, duration management systems, and liquidity stress testing mechanisms; participated in the iteration and optimization of pricing models
- Skilled in using SQL and Python for data extraction, statistical analysis, and risk modeling; capable of independently producing data analysis reports and strategy optimization proposals
- Practical experience in managing risks under stressed scenarios such as extreme market conditions, significant interest rate fluctuations, and large-scale concentrated redemptions
- Involved in special projects including optimizing fund utilization efficiency, building liquidity risk control frameworks, and upgrading product return strategies
- Candidates holding high-value financial certifications such as FRM, CFA, or securities/fund industry qualifications will be given priority
