Robert Walters Hong Kong
Hong Kong, Hong Kong
Sep 21, 2019
Oct 05, 2019
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Assisting in the broader Treasury responsibilities, such as Balance Sheet strategy, product development, Asset & Liability Management and Funds Transfer Pricing. Assisting in day-to-day management of the Bank's Liquidity, Interest Rate, FX and Institutional Credit Risks. Maximising profits from these risks, within the confines of the agreed mandate and risk limits. To provide pricing of Loan/Deposit and FX products to Bank personnel, as part of the standard business offering.


  • Contribute to the development of the Treasury objectives and responsibilities, involving all areas of the Balance Sheet
  • Manage the Bank's interest rate risk profile, ensuring compliance with the explicitly defined Structural Interest risk limit
  • Manage the Bank's Institutional Credit risk exposures, ensuring compliance with the explicitly defined counterparty credit risk limits and regulatory limits (e.g. Large Exposure, Cluster Ratio)
  • Manage the Bank's FX risk positions, ensuring compliance with the explicitly defined Structural Risk limits, intra-day spot FX limits and overnight spot FX limits
  • Manage the Bank's liquidity risk position, in terms of cash requirements (to cover day-to-day cash flows) and explicitly defined limits / ratios enforced either internally or by local regulatory bodies
  • Manage the Treasury activity within all statutory requirements and within all defined regulatory requirements
  • Provide cover when required for all areas within Treasury
  • Provide pricing of FX products to clients and Bank personnel as required
  • Provide pricing of Loan and deposit products to clients and Bank personnel as required
  • Maintain a close awareness of market conditions by reading market analysis and monitoring market pricing
  • Perform all duties in accordance with the principles outlined in the TMA Code of Conduct


  • Treasury dealing experience (including FX, Money Market, Repo and Fixed Income). Strong knowledge of the function of a Treasury, within the context of Asset Liability Management and Structural Risk Position management (within a Banking Book). Strong knowledge of the Banking industry in HK
  • University degree or a recognised professional qualification in Finance (e.g. CFA) Knowledge of the Banking industry in HK Organisation, Regulation)
  • Systems skills (Microsoft applications, Bloomberg, Reuters) Ability to use VBA to automate processes
  • Cantonese, English, Mandarin

If you would like to apply for this role or find out more, please apply online or contact Jonathan Wong at Robert Walters on +852 2103 5363 or quoting the Job Reference KWO/829940.

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