Senior ALM Analyst & Risk Reporting

ICBC International Holdings Limited; Hong Kong; On-site; HKD 600,000 - 900,000; Full time

Job summary

ICBC International Holdings Limited invites an AVP/Associate to support Asset and Liability Management. You will regularly prepare ALM reports for Group and ALCO, covering liquidity gaps, LCR, NSFR, and interest-rate risk in the banking book.

The role requires at least 5 years in ALM, banking experience, strong modeling skills, and fluency in Chinese and English; immediate availability is preferred.

Qualifications

• Degree holder in Finance, Economics, Accounting, Risk Management or related disciplines.
• At least 5 years of ALM experience in banking or related fields.
• Experience in commercial or investment banking is preferred.
• Proficient in ALM modeling, gap analysis, duration analysis, scenario simulation and stress testing.
• Strong analytical, problem-solving, and communication skills.
• Fluent in Putonghua, Chinese and English; able to work in a bilingual environment.
• Immediate availability is preferred.

Responsibilities

• Regularly prepare and submit ALM regulatory and management reports to Group, incl. liquidity gap, LCR, NSFR, and interest rate risk.
• Maintain monitoring frameworks for liquidity, banking book rate risk, and FX; conduct scenario simulations and stress tests.
• Prepare ALM management reports for ALCO and senior management, covering risk profiles and strategy effectiveness.
• Submit periodic ALM-related reports to Group Headquarters and respond to head office inquiries promptly.
• Assist in corporate bond issuance and independent credit rating processes.
• Support ad hoc tasks as required.

Skills

ALM modeling

Gap analysis

Duration analysis

Scenario simulation

Stress testing

Excel

Word

Education

Finance / Economics / Accounting / Risk Management degree

Tools

Excel

Word

Job description

ICBC International Holdings Limited invites an AVP/Associate to support Asset and Liability Management. You will regularly prepare ALM reports for Group and ALCO, covering liquidity gaps, LCR, NSFR, and interest-rate risk in the banking book.

The role requires at least 5 years in ALM, banking experience, strong modeling skills, and fluency in Chinese and English; immediate availability is preferred.