Asset & Liability Management (AM-M)

Job Description

Responsibilities:

• To assist in implementing strategies over Bank's asset and liabilities, balance sheet growth and projection, with an on-going monitoring of the result
• To conduct the ALM related analysis and make recommendation to optimize profitability and take into account regulatory requirements
• Support ALM projects, make review and propose to the ALCO on optimal balance sheet structure and its impact on pricing strategies
• To coordinate with relevant business lines and Treasury during ALM process to drive towards the business targets
• Assist to enhance and maintain internal fund transfer pricing mechanism of the Bank
• Manage the interest rate risk on banking book / liquidity risk / capital management
• To own policy and procedure on management of the interest rate risk on banking book / liquidity risk / capital management, including its governance, setting up of monitoring tools, limits and early warning indicators, stress tests, etc.

Requirements:

• Bachelor degree or above in Accounting, Finance, Risk Management or related disciplines
• Member of relevant professional bodies in Accounting/ Finance / Risk management
• 3 years of banking experience with exposures in ALM related areas from commercial bank
• Hands-on experience and knowledge in treasury activities and products
• Strong interpersonal and communication skills and sound analytical thinking
• Good command of both spoken and written Chinese and English.
• Proficient in MS Office application and Chinese word processing
• Knowledge of financial products and regulatory requirements related to liquidity risk Management / Capital Management is highly preferable