Head of Asset & Liability Management
Job No.: 499476
Employment Type: Full time
Departments: Financial Management Department
Job Functions: Financial Management, Risk Management
Responsibilities:
- Implement regulatory and ALCO requirements, serving ALCO’s secretarial function
- Manage the Group’s asset and liability structure, develop target balance sheet with consideration of business strategy, risk and profit, analyse and strive for optimal asset and liability management
- Manage the Group’s CAR and LAC ratios, including capital balance and structure management, dividend policy, long-term debt management, as well as coordinating the implementation of ICAAP (Internal Capital Adequacy Assessment Process) and the related-stress tests
- Manage the capital planning and capital allocation
- Identify and control various potential or existing risks related to asset, liability and capital management (i.e. foreign exchange, interest rate and liquidity risk, etc.), and escalate and inform related parties immediately. Establish corrective measures and follow up actions accordingly
- Facilitate sharing of information across the Bank, including market intelligence, in-depth industry knowledge and technical expertise, to keep a watchful eye on the economy, industry, financial markets, tax, regulatory and technology trends and changes that may impact the business, and to develop corresponding strategies
- Further enhance the regional management capabilities to assist the ASEAN entities in improving asset, liability and capital management, meeting the management requirements of the Group and local regulators
Requirements:
- Bachelor's degree or above, majoring in economics/finance/accounting/risk management/statistics/business and other related subject is preferred
- Obtained related professional qualifications (TMA / CFA / FRM / HKICPA, etc.) a plus
- Minimum of 10 years of asset-liability/treasury/capital management/treasury-related management experiences and team management experience
- Experience in large-scale projects and analytical works
- Experience in capital and debt instrument issuance in PRC and international markets
- Experience in capital allocation and regional management
- A solid understanding of HKMA capital management system, regulatory requirements and market practices, etc.
- Familiar with ALM system, basic SQL and VB skills are preferred
- Proficiency in both English and Chinese (including Putonghua) with excellent communication skills
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