Asset Liability Management / Liquidity Risk – Established Bank

  • Negotiable
  • Hong Kong
  • Permanent, Full time
  • Pure Search Hong Kong , EA Licence No: 12S5954
  • 20 Feb 18 2018-02-20

My client is a reputable expanding commercial bank with a strong presence in the region. They are currently expanding their market and liquidity risk department and is looking for experienced ALM Managers to join their team based in Hong Kong.

Responsibilities:

  • Develop liquidity risk management framework and formulate policies and procedures for LM-2 and Group ALM standard
  • Handling the Bank's capital related regulatory returns to the HKMA, capital planning and forecasting and executing capital related ALCO initiatives.
  • Assist to formulate and review policies and procedures in relation to the management of liquidity & funding risk and interest rate risk in banking book (“IRRBB”)
  • Prepare written analysis, propose strategies and action plan to fund the Branch's balance sheet and address interest rate risk for ALCO and the Chief Risk Officer (in relation to interest rate risk position)
  • Develop FTP policies and procedures, execute and monitor the FTP initiative for the Bank through close liaison with Treasury, Corporate Banking, Risk and IT.
  • Liaise with the Group to implement its liquidity risk management systems
  • Prepare analysis reports on liquidity risk and reporting package to senior management / ALCO / Group

Requirements:

  • Degree in Accounting, Finance, Risk Management or related disciplines,  preferably with CPA / FRM / CFA qualifications
  • Minimum 5 years' relevant experience in banking industry, prior ALM modelling experience is preferred
  • Able to work independently, excellent interpersonal skills and a self-starter
  • Sound knowledge on HKMA regulatory requirements
  • Good communication and presentation skills 
  • Proficient in Excel and other database management software, hands on experience in Fermat is highly preferred
  • Fluent in English and Chinese

Should you wish to have a confidential discussion, please contact Fabienne Cheng at 2520 5073