Assistant General Manager & Team Head, Asset and Liability Management
• Strengthen the ALM framework and ensure that proper controls are in place.
• Develop and review policies and procedures relating to liquidity risk management.
• In charge of the production of ALCO reporting package; prepare detailed analyses and commentary on significant movements of key balance sheet items.
• Keep abreast of Basel latest update and assess their potential impacts on liquidity management and LCR/LMR.
• Participate in the Bank-wide projects such as ICAAP, stress testing and RRP.
• Collaborate with different stakeholders including the HKMA, business units and ALM teams of overseas branches and subsidiaries on various liquidity and ALM issues.
• Develop and enhance on an on-going basis Fund Transfer Pricing policy and framework to ensure a transparent, robust and effective FTP mechanism.
• Provide coaching and guidance to subordinates as required.
• Degree holder in Finance, Accounting, Risk Management or related disciplines, or a qualified accountant. Candidate with qualification of FRM or CFA would be an advantage.
• Minimum 10 years' experience in ALM and liquidity management in financial institution, with at least 4 years in managerial level.
• Knowledge of ALM, liquidity management, treasury products and accounting principles.
• Good understanding of Basel requirements, HKMA SPMs and Banking (Liquidity) Rules.
• Strong computer skills, and knowledge of ALM system, SQL or equivalent will be an advantage.
• Good analytical, communication, problem solving and presentation skills.
• Willing to work under pressure.
• Good command of written and spoken English and Chinese (including Putonghua).