Asset and Liability Management Associate

Responsibilities:

Monitor and consolidate ALM risks (Liquidity, rate, FX, Capital, etc.), including compliance with local ALM-related regulation, and abidance by CACIB ALM principles
Propose and implement ALM risks hedges in conjunction with FIN / EXM, analyz the cost/benefit of managing liquidity gaps and capitalization level, referring to the ALM P&L impact as well as to entities / franchise's profitability
Prepare all relevant ALM materials and communication notably the monthly regional Liquidity Risk Committee and/or ALM Committee (ALCO)
Engage Head Office stakeholders to keep up with PIL Head Office evolution regarding ALM principles and best practices, and keep PIL Head Office informed of relevant ALM developments in the APAC region
Solid and up-to-date knowledge of Fund Transfer Pricing methodologies, policies and tools
Design/update/review APAC-specific FTP policies (INR, TWD, CNY, KRW) with local stakeholders (including transition to risk-free rates (RFR) as part of benchmark reform/migration)
Monitor the Liquidity invoicing/costs component of the ALM PNL for each APAC location explaining any divergence with budget
Monitor the region's financial performance for all PIL-related metrics (NBI, RWA, EVA, PI etc.), develop metrics and regular ad hoc analyses to identify APAC P&L drivers, and levers for profitability improvements

Requirements:

Bachelor or Master's graduate in Finance or relevant disciplines
At least 3 years' work experience in Treasury/ALM/Finance in corporate banking
Strong communication skills to support interactions with large number of stakeholders including senior management
A proactive learner and self-starter who can show initiative, be a force of proposal
Knowledge of one coding language and data visualization software (Power BI, Tableau, etc.) or Proficient in English and Chinese (oral and writing) is a must.

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