Senior Manager, ALM

DUTIES & 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.

· Lead the BASEL III final reform project

· Participate in Budget and forecast process

REQUIREMENTS:

· 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