Assistant Vice President, Asset and Liability Management

Mandatory Reference Checking Scheme (“MRC”) for Hong Kong

The Mandatory Reference Checking Scheme is a framework to facilitate Authorized Institutions (“AIs”) to bilaterally obtain reference information during their recruitment process for certain positions, such that misconduct information in an individual’s previous employments can be provided to AIs to inform their employment decisions.

For information related to MRC Scheme, “Frequently Asked Questions for In Scope Individuals” is published by HKAB/Industry Guidelines (https://www.hkab.org.hk/en/home) or further information will be available upon request, if it is applicable to the position(s) applied.

Country of Location:

Job Responsibilities:

• Perform regular and ad hoc ALM analysis, including preparation of ALCO materials.

• Strengthen ALM framework and develop ALM reports according to management needs.

• Monitor and provide analysis on the liquidity positions of the bank, including liquidity related forecasts and projections e.g. LCR and NSFR, etc.

• Oversee Fund Transfer Pricing framework of the bank, ensure the Fund Transfer Pricing framework of the Bank is robust and effective to transfer the liquidity and interest rate risk, costs and benefits to the party that originating the risk.

• Participate in the review of policies and procedures relating to liquidity management and streamline the workflow of the existing monitoring metrics.

• Support the maintenance, daily operations and development of Asset Liability Management System to cope with ongoing business developments and management needs.

• Manage potential system change including communication with ITG and vendor, develop users’ requirement, UAT plan; perform UAT, etc.

• Coordinate and oversee processes change within FMG, ensure initiatives are delivered.

• Prepare ad hoc analyses and manage ad hoc projects/tasks as assigned by senior management.

Requirements:

• Degree holder or equivalent in Finance / Accounting/ Statistics/ Data Analytics / Information Management or related disciplines.

• Holder of CSTMP and with qualification of CPA, CFA or FRM will be an advantage.

• Minimum 5-7 years’ experience in banking and finance, preferably in ALM, liquidity management and system maintenance.

• Experience in project management, handling ALM system and SQL will be an advantage.

• Good understanding of international regulatory requirements, HKMA SPMs (LM1, LM2 etc.) and Banking (Liquidity) Rules.

• Good analytical and communication skills, able to communicate effectively at all levels.

• Good Command of written and spoken English and Chinese (including Putonghua).