Cass Tang, FRM

Liquidity Risk Management - Monitor liquidity risk indicators and liquidity stress testing result - Assist in liquidity risk management policies annual review - Conduct liquidity risk indicators threshold annual review Market Risk & CCR Risk Management - Prepare risk monitoring reports and stress testing - Perform risk assessment of new treasury products - Monitor IM & VM from OTC transactions and perform CCR Stress testing

Liquidity Risk Management - Monitor Liquidity Risk indicators and perform asset-liability management - Conduct LCR & NSFR forecast and liquidity stress test (LCR & MCO) - Assist in Liquidity related policy update and review - Perform Recovery Plan and CFP annual review and drill test - Prepare FMC, ALCO & RMC meeting materials

Liquidity & Interest Rate Risk Management - Recovery Plan & Liquidity stress test (familiar with RE-1, LM-1 , LM-2) - Asset-Liability Management (monitor and manage different risk exposures) - IBOR Transition Project - Asset-Liability Management (ALM) System Project Market Risk Management -New treasury product/service risk assessment & annual review - Market risk indicators monitoring and market risk stress test General Risk Management: -Operational risk management(RCSA & KRI) -Risk Appetite and Risk Policies maintenance -Counterparty Credit Risk Management (CR-G-13) -Climate Risk Management