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Asset Liability Management / Liquidity Risk – Established Bank
Pure Search Hong Kong, EA Licence No: 12S5954
February 2, 2018
Develop liquidity risk management framework and formulate policies and procedures for LM-2 and Group ALM standard
Handling the Bank's capital related regulatory returns to the HKMA, capital planning and forecasting and executing capital related ALCO initiatives.
Assist to formulate and review policies and procedures in relation to the management of liquidity & funding risk and interest rate risk in banking book ("IRRBB")
Prepare written analysis, propose strategies and action plan to fund the Branch's balance sheet and address interest rate risk for ALCO and the Chief Risk Officer (in relation to interest rate risk position)
Develop FTP policies and procedures, execute and monitor the FTP initiative for the Bank through close liaison with Treasury, Corporate Banking, Risk and IT.
Liaise with the Group to implement its liquidity risk management systems
Prepare analysis reports on liquidity risk and reporting package to senior management / ALCO / Group
Degree in Accounting, Finance, Risk Management or related disciplines, preferably with CPA / FRM / CFA qualifications
Minimum 5 years' relevant experience in banking industry, prior ALM modelling experience is preferred
Able to work independently, excellent interpersonal skills and a self-starter
Sound knowledge on HKMA regulatory requirements
Good communication and presentation skills
Proficient in Excel and other database management software, hands on experience in Fermat is highly preferred
Fluent in English and Chinese
Should you wish to have a confidential discussion, please contact Fabienne Cheng at 2520 5073