Senior Manager/ Manager, Asset & Liability Management (ALM) - Digital Bank

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.

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

If you want a confidential discussion about the role, please contact Miss. Ho at 3905 1198. Only shortlisted candidates will be notified. All data collected will be used for recruitment purpose only & will be used strictly confidential