Assistant Vice President, Asset and Liability Management

Job Responsibilities:

• Identify and analyse balance sheet risks and manage the asset and liability portfolios.
• Prepare timely and useful analyses on the Bank's asset and liability portfolios to facilitate senior management to formulate strategic plans, such as the proposal for the issuance of Medium Term Loan and the arrangement for the meeting.
• Formulate strategies in asset deployment, funding structure, product / portfolio allocation and mismatch management to enhance the Bank's overall profitability and / or mitigate structural risks
• Review the ALM related policies Contingency Funding Plan and Fund Transfer Pricing ("FTP") Policy. Assist to develop, implement of the FTP revamp in collaboration with various units.
• Closely monitor and assess the projection of the key liquidity ratios e.g., LCR, NSFR and concentration ratio. Recommend the funding deployment strategy with Treasury and business units to optimal balance between the Bank's overall profitability and liquidity risks management.
• Liaise with various business units to handle Liquidity Management Monitoring function to ensure the compliance with internal and external guidelines
• Provide secretarial support, including but not limited to preparation of meeting agenda and materials, facilitation of discussion and decision making in the Asset and Liability Committee ("ALCO") meeting, and maintenance of proper documentation and follow-up actions for HKMA and Internal Audit's review
• Prepare and review the daily ALM report and the daily report of major funding cost analyse to Senior Management and key stakeholders. Monthly perform ALCO NII and reconciliation of Treasury NII with Middle office.
• Support ad hoc ALM assignment by senior management or Head Office

Job Requirements:

• Degree holder or above in Accounting, Finance, Risk Management or related disciplines
• Professional qualification in FRM or CFA or CPA would be an advantage
• At least 8 years of relevant experience in asset and liability management, fund transfer pricing, interest rate risk management, balance sheet management or similar functions with financial institutions
• PossessingTreasury Risk and Liquidity Risk management experience would be an advantage
• Familiar with banking products, operations and able to handle the HKMA's relevant SPM requirements
• Strong analytical skills and problem-solving ability
• Ability to work independently and under pressure
• Proficient in MS Office applications, e.g. Excel, Word and PowerPoint
• Good command in both written and spoken English and Chinese (including Putonghua)

Interested candidates please apply in full resume with earliest availability, contact number, current & expected salary to HR Department.

Personal data provided will be used for recruitment and related purposes, strictly in accordance with our Personal Data Policy for Applicants for Employment, a copy of which is available on request. Applicants who are not contacted within 6 weeks may consider your applications unsuccessful and the personal data collected will be destroyed after six months.