JOBID: 1691175
Key Responsibilities
- Develop and enhance regional ALM frameworks, governance policies and reporting.
- Establish FTP methodologies and internal funding curves, incorporating liquidity costs, currency, tenor and term premiums to support business pricing and profitability.
- Support funding strategy development, issuance planning, financial modelling and contingency funding arrangements
- Monitor Treasury dealing activities across money markets, FX and interest rate management, ensuring compliance with approved limits and risk parameters.
- Monitor and report liquidity risk metrics, funding positions and balance sheet efficiency to relevant senior management committees.
- Strengthen Treasury governance, controls and regulatory compliance in line with internal policies, Basel standards and MAS requirements.
- Collaborate with regional stakeholders across Finance, Risk, Compliance and Operations on funding allocations, liquidity management and Treasury initiatives.
- Support the implementation of regional funding structures and issuance governance, ensuring alignment with approved risk appetite.
Requirements & Qualifications
- FMRP certification would be a requirement.
- 8-10 years of relevant experience in banking or financial markets, with direct Treasury experience in areas such as asset and liability management (ALM), funds transfer pricing (FTP) and liquidity management.
- Good knowledge of BCBS Basel and MAS regulatory frameworks, particularly in relation to liquidity management. Knowledge of Hong Kong's SFC regulations would be an advantage.
- Demonstrated experience in ALM and FTP, with exposure to the establishment and implementation of related frameworks or programmes viewed favourably.
- Familiarity with Bloomberg systems for trade execution, risk management and balance sheet management.
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