Responsibilities
- Oversee the Asset Liability Management (ALM) function for the Bank.
- Coordinate the Asset and Liability Committee (ALCO) with senior management of the Bank in ensuring strategic and imperative goal of the bank is executed.
- Supervise the preparation of ALCO meeting materials.
- Provide advice and analysis to senior management from perspectives of ALM, Capital management, Liquidity and Interest Rate Risk in Banking Book (IRRBB)
- Conduct regular Liquidity Stress testing and stress on IRRBB
- Perform capital planning and support the regular budgeting and forecasting process
- Work closely with Risk Department to coordinate the ICAAP process
- Work closely with Treasury Department to oversee the Funds Transfer Pricing (FTP) framework and review FTP methodology regularly.
- Support the HKMA Recovery & Resolution Planning process and coordinate the recovery plan and exit plan deliverables.
- Provide periodic ALM related regulatory update and impact analysis to the Senior Management.
- Macroeconomic research and update
- Handle ad-hoc projects assigned by the Management.
- Degree holder in Accounting/Finance/ Business, professional qualification of CFA/FRM or equivalent is an advantage
- Minimum 8 years solid experience in ALM, capital and liquidity management
- Good knowledge on bank products and regulatory requirements
- Proactive and energetic and act as a good team player with committed mindset
- Excellent interpersonal, problem-solving skill and strong collaboration across the teams
- Good written and spoken English & Chinese
- Candidate with less experience will be considered as Manager
Please note that only shortlisted candidates will be notified. All information gathered will be treated in strict confidence and solely used for recruitment purposes.
