Assistant Vice President, Asset & Liability Management

China Everbright Bank Company Limited; Hong Kong; On-site; HKD 700,000 - 1,100,000; Full time

Job summary

China Everbright Bank Company Limited seeks an Assistant Vice President in Asset & Liability Management to lead ALM activities, review transfer pricing practices, and present insights to senior committees.

The role requires deep ALM experience, strong analytical skills, and bilingual ability in English and Chinese for communication with front office and regulatory bodies.

Qualifications

• Degree holder in Accounting, Finance, Risk Management or related fields.
• FRM or CFA designation preferred.
• At least 6 years of ALM, fund transfer pricing or IRRBB experience in financial institutions.
• Familiar with HKMA SPM requirements.
• Strong analytical and communication skills.
• Proficient in English and Chinese.

Responsibilities

• Review FTP policy and procedure, organize FTP meetings, and communicate with front office.
• Perform daily FTP curve to front office and review interest rate quotation applications.
• Analyze size, structure, tenor, and rate of assets and liabilities.
• Prepare MIS reports for ALCO and Senior Management Committees.
• Provide secretarial support for ALCO meetings and maintain documentation.
• Assist in liquidity risk and IRRBB management.
• Support ad hoc ALM assignments from senior management or Head Office.

Skills

Asset & Liability Management

Analytical skills

Problem solving

Independence under pressure

Education

Degree in Accounting/Finance/Risk Management

Tools

MS Office

Job description

Assistant Vice President, Asset & Liability Management

Review FTP policy and procedure, organize FTP meetings, conduct FTP training and communicate with front office;

Perform daily FTP curve to front office, review and approve interest rate quotation application for front line;

Conduct analysis on the size, structure, tenor, rate of asset and liability;

Prepare regular MIS reports for ALCO and other Senior Management Committees;

Provide secretarial support, including but not limited to preparation of meeting agenda and meeting minutes, facilitation of discussion and decision making in the Asset and Liability Committee ("ALCO") meeting, and maintenance of proper documentation and follow-up actions for HKMA and internal Audit's review;

Assist in Liquidity risk and IRRBB management;

Support ad hoc ALM assignment by senior management or Head Office;

Job Requirements:

Degree holder or above in Accounting, Finance, Risk Management or related disciplines;

Professional qualification in FRM or CFA would be an advantage;

At least 6 years of relevant experience in asset and liability management, fund transfer pricing, interest rate risk management, financial management or similar functions with financial institutions；

Familiar with banking products, operations and able to handle the HKMA's relevant SPM requirement

Strong analytical skills and problem-solving ability;

Ability to work independently and under pressure;

Proficient in MS Office applications, e.g. Excel, Word and PowerPoint;

Good command of written and spoken English and Chinese (including Putonghua).