Asset Liability Manager, Corporate Bank

  • AUD0.00 per annum
  • Hong Kong
  • Permanent, Full time
  • Morgan McKinley Hong Kong
  • 17 Oct 17 2017-10-17

As a global professional recruitment consultancy, Morgan McKinley connects specialist talent with leading employers across multiple industries and disciplines. We have established ourselves as a preferred supplier to many of the major players in our specialist sectors, as well as with thousands of smaller local employers. Today, a worldwide network of offices and an international candidate management system offers our clients and candidates the best talent and opportunities from all corners of the globe.

My Client, a Corporate Bank is seeking a high calibre asset liability professional with experience in stress testing as well as liquidity risk to join their ALM team as manager.

Your Responsibilities:

  • Manage the Group's balance sheet growth to optimize profitability while taking into account factors such as regulatory requirements on capital and liquidity
  • Advise ALCO on the optimal balance sheet structure and its impact on our pricing strategies
  • Own and implement the Funds Transfer Pricing policy and procedure that drive an equitable and transparent allocation of net interest income amongst businesses
  • In charge of the Group's capital management process including capital planning by incorporating latest Basel and regulatory requirements. Review results for ICAAP, Recovery Plan, Reserve Stress Tests and Supervisor-Driven Stress Testing
  • Review and propose to the ALCO on the efficient capital allocation amongst business units to maximize the Group's profitability. Drive the awareness and behavior of capital usage and its returns
  • Manage the interest rate risk on banking book and structural FX position
  • To own policy and procedures on liquidity management, including its governance, set up of monitoring tools, limits and early warning indicators, stress tests and contingency funding plan

Your Profile:

  • Member of relevant professional bodies in Accounting and Finance or Risk management
  • 10 years of banking experience, preferably with minimum 5 years of solid experience in asset, liability & capital management
  • Hands-on experience on Treasury or Asset Liability & Capital Management functions preferred
  • Problem solving mindset, dedicated and attention to details. Able to work independently while promoting good team work
  • Good communication skill in both English and Chinese

For a confidential enquiry, please feel free to reach out to Louis Fan at 3907 3956 or by email: Only shortlisted candidates will be considered.