VP, Asset Liability Management

VP, Asset Liability Management

CFA Institute
8-11 years
Not Specified

Job Description


Company Description
Our client is a leading commercial bank with strong presence in Asia. Continue to grow their footprint in Great China region, they are looking for an experience treasury professional to join their regional team as VP, Treasury.
Responsibilities
  • Support the management of stable and well-diversified funding base, with sufficient funding capacity to support the Branch's longer term growth plans, through review of B/S projections and planning of funding sources
  • Plan and execute wholesale funding strategies with both internal and external parties
  • Review and update the Branch's internal Fund Transfer Pricing ('FTP') mechanism and attributes to make sure the FTP is capable to optimize the Branch's balance sheet profile balancing deposit margin vs assets competitiveness
  • Participate in preparation of monthly management reports (e.g. ALCO Deck), and regular review of balance sheet composition
  • Analyse asset yields and funding costs, and provide recommendations for improvement in balance sheet efficiency (net interest margin, return on assets, and return on risk weighted assets)
  • Assist in review and management of the Branch's structural interest rate and liquidity profile. Ensure the Group's interest rate risk management policy is being adhered to, and recommend appropriate hedging should there be increasing risks as noted from relevant key risk indicators.
  • Assist in management of FX swaps. Ensure currency gaps are properly managed with minimal excess funds
  • Keeping abreast of changes in regulations (Basel, HKMA etc.) and understand implications on balance sheet strategies
  • Support ad hoc requests such as streamline/automation of regular reports, system implementation, etc.

Requirements
  • University degree in accounting, finance, economics or risk management, preferably with CPA/CFA/FRM qualifications
  • At least 8 years of relevant experience with exposures to wholesale and financial markets products - loans, deposits, CDs, regulatory assets (HQLA), FX and Interest Rate swaps. Prior experience in balance sheet management is an advantage
  • Strong analytical and data management skillsets. Strong skills in MS Excel and PowerPoint, preferably some knowledge in Excel VBA. Familiarity with market data systems (Reuters, Bloomberg) is an advantage
  • Highly organized and detail-oriented individual who can multi-task to ensure all deadlines are met.
  • Good team player who works well under pressure

Interested parties please send your updated resume in WORD format with current and expected salaries (quoting Employer Ref:) to [Confidential Information]

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