Asset and Liability Management Manager

Capital Management — Finance Department

Division: Asset and Liability Management Division
Employment Type: Permanent
Salary: Up to HKD 40K per month, depending on experience and suitability

Job Overview

We are seeking an Asset and Liability Management Manager specializing in Capital Management to join the Finance Department of a well-established banking institution.

The successful candidate will support the bank’s capital planning, regulatory capital monitoring, stress testing, ICAAP, recovery planning, and management reporting activities. The role will also involve supporting ALCO and senior management through capital projections, scenario analysis, regulatory implementation, and system enhancement projects.

This position is suitable for candidates with solid experience in banking capital management, financial management, regulatory reporting, audit, or related functions.

Key Responsibilities

1. Conduct regular reviews of capital planning and management policies, methodologies, procedures, and internal governance frameworks.
2. Prepare short-term and long-term capital projections and capital plans, including proposed issuance and redemption of capital instruments.
3. Monitor regulatory and internal capital ratios, analyze trends and variances, and identify potential capital management issues.
4. Provide analytical and administrative support to the Asset and Liability Management Committee, ALCO, and other relevant committees.
5. Support the Internal Capital Adequacy Assessment Process, ICAAP, particularly in relation to capital planning, projections, and management.
6. Assist in implementing new and evolving regulatory requirements relating to bank capital and capital adequacy.
7. Participate in capital planning, capital adequacy projections, sensitivity analysis, scenario analysis, and regulatory stress-testing exercises.
8. Support the ongoing review, maintenance, and enhancement of the bank’s recovery plan.
9. Prepare regular and ad hoc capital management reports for the parent company, management committees, and senior stakeholders.
10. Participate in capital-related projects, including new product assessments, market benchmarking, regulatory reviews, and preparation of presentation materials for senior management.
11. Participate in user acceptance testing, UAT, system enhancement, and system development projects relating to capital management and financial reporting.
12. Conduct ad hoc sensitivity, scenario, and financial analysis to support the team and senior management in decision-making.
13. Perform other capital management projects and assignments as required.

Requirements

1. Bachelor’s degree or above in Accounting, Finance, Risk Management, Economics, Business Administration, or a related discipline.
2. Professional qualifications such as CFA, FRM, CPA, or equivalent will be an advantage.
3. At least 3 years of relevant experience in capital management, financial management, regulatory reporting, risk management, treasury, banking finance, or audit.
4. Prior experience in the banking or financial services industry is strongly preferred.
5. Good knowledge of accounting principles, bank accounting policies, financial reporting practices, and internal procedures.
6. Familiarity with capital planning, capital adequacy assessment, stress testing, or treasury operations will be an advantage.
7. Good understanding of the Banking (Capital) Rules, relevant Supervisory Policy Manual modules, Basel capital requirements, and other regulatory requirements relating to capital management.
8. Knowledge of recovery and resolution planning, ICAAP, or regulatory stress testing is preferred.
9. Strong analytical and numerical skills, with the ability to interpret financial data, identify trends, and prepare management-level reports.
10. Detail-minded, self-motivated, responsible, and able to manage multiple assignments within tight deadlines.
11. Strong communication, presentation, stakeholder management, and problem-solving skills.
12. Proficient in both spoken and written English and Chinese.
13. Fluency in Putonghua is preferred.

Ideal Candidate Profile

The ideal candidate will have hands-on experience in banking capital management, regulatory capital reporting, ICAAP, stress testing, or balance sheet management. Candidates currently working in bank finance, ALM, regulatory reporting, treasury risk, financial risk management, or banking audit functions are encouraged to apply.

Career Highlights

• Permanent opportunity within a banking institution
• Exposure to bank-wide capital planning and management
• Involvement in ICAAP, stress testing, and recovery planning
• Regular interaction with ALCO and senior management
• Exposure to Basel and Hong Kong banking regulatory requirements
• Participation in strategic projects and system enhancements
• Stable platform with professional career development