Asset & Liability Management

Employer
Societe Generale
Location
Hong Kong
Salary
Competitive
Posted
Apr 22, 2018
Closes
Apr 26, 2018
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors

Environment

SG CIB is the Corporate and Investment Banking arm of the Société Générale Group. Present in over 50 countries across Europe, the Americas and Asia. SG CIB provides corporate, financial institutions, investors and public sector clients with value-added integrated financial solutions.

The Asset and Liability Management (ALM) team within the Finance department is the regional team in Asia in charge of preparing and animating the Asia Asset and Liability Committee (ALCO). This team of experts are responsible for overseeing and centralizing subjects related to the balance sheet, including capital, leverage, RWA, liquidity, interest rate and FX risks in the banking book, as well as prudential regulatory changes.

Mission




Role & Responsibilities

  • Analysis: Coordinate interest rate risk on banking book (IRRBB) reporting process and perform regional controls to ensure entity IRRBB reported according to Group norms. Monitor IRRBB against entity limits. Perform regular monitoring, analysis and prepare commentary on balance sheet metrics. Preparation of monthly capital investment control dashboards, summarizing regional overview to team lead
  • ALCO: Preparation of Asia ALCO, performing comprehensive monitoring and in-depth analysis pertaining to balance sheet and asset / liability related indicators
  • Support and advisory: Support regional stakeholders on issues related to ALM topics in Asia concerning balance sheet, capital, liquidity, interest rate risks on the banking book. Coordination of issues with Group stakeholders / experts
  • Norms and policies: Ensure entity alignment of ALM practices against Group standards and framework
  • Regulations: Maintain watch over regional and global regulatory evolutions, summarising through quarterly dashboards. Support in the region's adoption and implementation of the regulatory requirements
  • Regional and Group coordination: Regular exchanges with Group stakeholders to present Asia ALM metrics
  • Projects: Contribute as a subject matter expert to projects (e.g. IRRBB, liquidity)


Profile

Qualification

  • Bachelor degree in finance / accounting related disciplines
  • Minimum 5-7 years of experience in the financial industry, relevant experience in balance sheet subjects
  • CFA and / or FRM qualified is an advantage
  • Strong analytical skills and ability to summarize and communicate key messages
  • Team player with the ability to work independently
  • Effective stakeholder management
  • Advanced skills in Excel, PowerPoint
  • Fluent in spoken and written English


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