Financial Management Manager - Asset & Liability Management [Ref no: FMMALM-ALAI]

Job Responsibilities:

● Review and establish the policies and procedures in respect of liquidity risk and interest rate risk monitoring in compliance with the guidelines of HKMA Supervisory Policy Manual;

● Assist in the formulation of asset and liability management system for assessing the liquidity risk management and interest rate risk management as well as ALM optimization of the bank in relation to its overall risk profile in accordance with the requirements of Basel III.

Job Requirements:

● Bachelor's degree in Accounting, Finance, Risk Management, or related disciplines;

● At least 5 years banking experience in asset and liability management, liquidity / interest rate risk management for banking book;

● Professional qualification in CFA / FRM is preferred;

● Substantial knowledge in Basel III IRRBB or Basel III LCR / NSFR and relevant HKMA regulatory requirements (familiar with HKMA SPM such as LM-1, LM-2, IR-1) is essential;

● Strong analytical and report-writing skills;

● Proven analytical skills in forecasting and modeling, independent and possession of good problem-solving ability;

● Excellent communication and interpersonal skills, with the ability to work effectively in a team environment and interact with senior management;

● Conversant with Chinese word processing and MS Office Suite;

● Knowledge in SAS / ALM system and Moody’s application is highly preferable;

● Proficient in both spoken and written English and Chinese, fluent in Putonghua is preferable;

● Candidate with less experience will be considered as Assistant Financial Management Manager.