Asset and Liability Management Manager (3 month contract)

KOS International Limited; Hong Kong; On-site; HKD 420,000 - 580,000; Full time

Job summary

KOS International Limited is seeking an experienced ALM/ALCO Manager for a 3-month contract. The role focuses on liquidity reporting, balance sheet matching, and capital reporting to support the ALCO and Treasury functions during peak period.

The candidate should have 7–8 years in ALM or related areas, strong Excel skills, and familiarity with ALM systems (QRM, OneSumX, Oracle). This is a short-term, high-impact engagement in Hong Kong.

Qualifications

• Minimum 7 to 8 years of solid experience in ALM, Treasury Support, Financial Control, or Liquidity Risk.
• Proven track record in liquidity reporting and balance sheet matching/gap analysis.
• Hands-on capital reporting experience and understanding of ICAAP framework and Basel III.
• Proficiency with advanced Excel (financial modeling, macros, lookups) and ALM systems.

Responsibilities

• Liquidity Reporting & Analysis: prepare comprehensive liquidity reports and track regulatory metrics (LCR, NSFR).
• Balance Sheet Matching & ALM: perform maturity profile matching and gap analysis for liquidity risk.
• Capital Reporting & Adequacy: support CET1, Tier 1, and Total Capital ratio reporting.
• ICAAP Technical Support: assist data aggregation, review, and documentation for ICAAP.
• ALCO Meeting Preparation: create data packs, dashboards, and presentation materials.

Education

Bachelor's degree in Finance, Accounting, Economics, or related discipline

Tools

QRM

OneSumX

Oracle

Job description

Asset and Liability Management Manager (3 month contract)

Our client is seeking an experienced and analytical ALM / ALCO Manager for a 3-month contract role. This is primarily a support-focused position designed to provide critical technical and operational assistance to the Asset and Liability Management Committee (ALCO) and Treasury function. The successful candidate will leverage their deep technical expertise to oversee regulatory reporting, perform balance sheet matching, and support capital adequacy frameworks during this peak period.

Key Responsibilities:

• Liquidity Reporting & Analysis: Maintain and prepare comprehensive liquidity reports, including monitoring key regulatory metrics such as LCR (Liquidity Coverage Ratio), NSFR (Net Stable Funding Ratio), and daily liquidity position tracking.
• Balance Sheet Matching & Asset-Liability Management (ALM): Perform detailed maturity profile matching and gap analysis to identify, measure, and manage liquidity and interest rate risks within the banking book.
• Capital Reporting & Adequacy: Support the calculation, compilation, and analysis of capital reporting metrics (e.g., CET1, Tier 1, and Total Capital ratios) ensuring alignment with internal models and statutory standards.
• ICAAP Technical Support: Assist in the review, data aggregation, and documentation of the ICAAP (Internal Capital Adequacy Assessment Process) report, including contributing data for stress testing and scenario analysis.
• ALCO Meeting Preparation: Provide hands-on analytical support by preparing high-quality data packs, dashboards, and operational presentation materials for upcoming ALCO meetings.

Requirements & Qualifications:

• Experience: A minimum of 7 to 8 years of solid experience in banking or financial institutions, specifically within Asset & Liability Management (ALM), Treasury Support, Financial Control, or Liquidity Risk Management.
• Core Technical Competencies:
  • Proven track record in handling liquidity reports and complex balance sheet matching/gap analysis.
  • Direct, hands-on experience in capital reporting and a strong operational understanding of the ICAAP framework and Basel III/local regulatory capital requirements.
• Tools & Systems: Advanced Excel skills (financial modeling, macros, VLOOKUPs/Index-Match) are mandatory. Familiarity with ALM systems (e.g., QRM, Wolters Kluwer OneSumX, Oracle) is a plus.
• Education & Communication: Bachelor's degree in Finance, Accounting, Economics, or a related discipline. Excellent communication skills to interact effectively with Treasury, Risk, and Finance stakeholders.