ALM Manager

  • Competitive
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • Morgan McKinley Hong Kong
  • 24 Jun 18 2018-06-24

ALM Manager

Asset & Liability Management Manager

Job Responsibilities:

  • Evaluate the Bank's current and future interest rate risk position and analyze alternative strategies to control interest rate risk
  • Prepare written analysis, propose strategies and action plan to fund the Branch's balance sheet and address interest rate risk for ALCO and the Chief Risk Officer (in relation to interest rate risk position)
  • Coordinate the implementation of asset and liability management strategies with other executives throughout the Bank
  • Establish and maintain a monitoring process to ensure the successful implementation of asset and liability management strategies
  • Provide direction and support to the ALCO
  • Work closely with Treasury, Risk Management and other related colleagues to ensure adequate data are collected and to evaluate the adequacy of analytical techniques adopted
  • Develop FTP policies and procedures, execute and monitor the FTP initiative for the Bank through close liaison with Treasury, Corporate Banking, Risk and IT.

Job Requirements:
  • Degree holder in Finance, Economics, Accounting, or other quantitative discipline with CPA, ACCA or CFA qualification
  • At least 5 years' relevant experience in banking or financial institutions. Prior ALM modelling experience would be an advantage
  • Self-starter with ability to meet deadlines, work independently, and being able to think outside the box
  • Excellent interpersonal skills, with a desire to pursue best practices in a challenging team environment
  • Proven analytical skills including forecasting, modelling, budgeting and etc
  • Good teamwork spirit and ability to build up and maintain excellent working relationships with different colleagues
  • Diligent, independent and strong sense of responsibilities
  • Proficient in MS Office applications
  • Proficient in written and spoken English and Chinese.