Senior Manager, ALM and Capital Management | HK Talent Engage

Job description

Job Highlights

• Tencent Virtual Bank
• Competitive Salary and Benefits
• Great career development and exposure

Job Description

Job Duties:

• Develop and enhance Bank's asset and liability management framework.
• Review of funding, liquidity, capital related policies.
• Perform analysis on the interest rate, liquidity risk and capital allocation of the Bank to ensure the associated risk and cost is in line with Bank's strategy.
• Develop and maintain ALM models including stress testing, cash flow behaviouralisation and FTP methodology etc.
• Propose and facilitate the implementation of business and funding strategies to maintain a desired balance sheet structure with the compliance of regulatory requirements for the Bank.
• Act as ALCO secretary to coordinate on meeting arrangements and prepare related ALCO materials.
• Participate in NPA/ NBA process to advise on the impact of new products/ business to Bank's balance sheet.
• Coordinate with business lines and Treasury to implement the pricing and balance sheet positioning strategy in line with business plan.
• Oversees and support capital management process including but not limited to ICAAP.

Job Requirements:

• Graduate degree in relevant Finance business Administration and/or quantitative subjects, e.g. Applied Mathematics, Physics or Engineering.
• At least 8 years relevant experience in a treasury function.
• Financial reporting (IFRS) and Capital reporting experience and a working understanding of the dynamics between Finance and Risk Management under Basel.
• Experienced in treasury products with extensive capital market experience, credit and financial analysis.
• Good knowledge of cash management products.
• Strong understanding of capital markets and balance sheet management techniques.