Senior Manager - ALM (Basel II/III exp.)

Oliver James Associates
Hong Kong
HKD70000 - HKD85000 per month + package
Sep 15, 2017
Sep 27, 2017
Job Function
Industry Sector
Finance - General
Employment Type
Full Time

Your key responsibilities will be:

  • Develop and implement both long term and tactical ALM strategies for various FS clients;
  • Primary source of ALM contact for external functions including investment heads, CFOs, CROs etc.
  • Recommend and implement asset allocations to enforce ALM risk management and balance sheet optimisation for APAC region Clients
  • Assist clients with implementing policy and procedure with all aspects of ALM and liquidity
  • Develop contingency funding plan, cash flow projection and modelling in accordance to latest regulatory requirements
  • Perform pricing / modelling of a wide variety of financial and derivative instruments; including mortgage backed securities, asset backed securities, credit derivatives, interest rate derivatives, complex structured derivatives and exotic options, etc
  • Assist clients with complying with the current and upcoming regulatory requirement related to liquidity and ALM
  • Perform statistical modelling to better understand liquidity risk of different products on the balance sheet
  • Support the client with all aspects of risk / treasury system implementation including business requirements, configuration, UAT testing, etc
  • Maintain up-to-date knowledge of risk management practices, both locally and internationally
  • Develop and maintain productive working relationships with client personnel
  • Build strong internal relationships within Advisory practice and across other services

Successful applicant should have:

  • Detailed knowledge and hands-on exposure in at least one of the following Risk management core area including: interest rate risk in the banking book, liquidity risk, funds transfer pricing, treasury.

  • Experience with OFSAA would be an advantage.

  • Relevant professional qualifications such as CPA, CFA, FRM.

  • Proficiency in spoken and written English and ideally Mandarin.

  • Strong communication and presentation capability.

  • Ability to thrive in an international environment.

  • Excellent analytical, problem solving and project management skills.

If you are interested please APPLY ASAP so that our Consultant can call you back and tell more details.

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