Assistant Manager, Asset Liability Management (Liquidity & Interest Rate Risk)

Agricultural Bank Of China (HK Branch); Hong Kong; On-site; HKD 420,000 - 640,000; Full time

Job summary

Agricultural Bank Of China (HK Branch) seeks an Assistant Manager, Asset Liability Management (Liquidity & Interest Rate Risk) to strengthen liquidity risk governance and framework.

You will lead liquidity stress testing, CFP/Recovery Plan maintenance, and IRRBB management while collaborating with Treasury, Finance, and business units to provide independent risk oversight and regulatory compliance. Proficiency in English is required; Mandarin preferred.

Qualifications

• Bachelor's degree or above in Finance, Economics, Accounting, Mathematics, or related disciplines.
• At least 2 years of banking experience in Liquidity Risk, ALM, IRRBB, Treasury Risk, or related risk management.
• Good understanding of Basel III and liquidity and interest rate risk frameworks.
• Strong analytical, problem-solving, and report-writing skills.
• English written and spoken; Mandarin preferred.

Responsibilities

• Enhance liquidity risk policies, limits, processes, and governance.
• Perform liquidity stress testing and maintain CFP and Recovery Plan.
• Manage IRRBB identification, measurement, monitoring, stress testing, limits, and reporting.
• Provide independent risk oversight and strengthen balance sheet risk management with Treasury, Finance, and Business Units.
• Liaise with regulators and internal stakeholders on liquidity and interest rate risk matters.

Skills

Liquidity Risk

ALM

IRRBB

Regulatory Reporting

Education

Bachelor's degree or above in Finance/ Economics/ Accounting/ Mathematics

Job description

Assistant Manager, Asset Liability Management (Liquidity & Interest Rate Risk)

Enhance liquidity risk policies, limits, processes, and governance to support effective risk management and regulatory compliance.

Perform liquidity stress testing and maintain the Contingency Funding Plan (CFP) and Recovery Plan.

Manage Interest Rate Risk in the Banking Book (IRRBB), including risk identification, measurement, monitoring, stress testing, limit monitoring, and management reporting.

Work closely with Treasury, Finance, and Business Units to provide independent risk oversight and strengthen balance sheet risk management.

Liaise with regulators and internal stakeholders on liquidity & Interest Rate risk related matters.

Support ad hoc assignments as needed

Requirements

Bachelor's degree or above in Finance, Economics, Accounting, Mathematics, or related disciplines.

At least 2 years of relevant banking experience in Liquidity Risk, ALM, IRRBB, Treasury Risk, or related risk management functions.

Good understanding of Basel III and liquidity and interest rate risk management frameworks.

Strong analytical, problem-solving, and report-writing skills.

Self-motivated, detail-oriented, able to work independently under pressure, with strong communication and teamwork skills.

Good command of written and spoken English, Proficiency in Mandarin is preferred.

Candidate with less working experience will consider the role of Senior officer/officer

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