Assistant Manager, Liquidity & IRRBB 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

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.