You are visiting this website from:
View All Jobs

Associate Director, Liquidity Management, Treasury Markets

Job Seekers Hong Kong SAR China Banking & Financial Services Financial Services - Banking

Job Summary

  • Hong Kong SAR
  • Permanent
  • BBBH828956
  • Sep 22, 2022
  • Competitive
Job Description

A renowned bank is looking for a candidate at Associate Director level to join their Liquidity Management team handling all rounded Liquidity Management duties for Treasury Markets business.

Duties

  • Provide insights to Head of Liquidity Management HK on Balance Sheet, such as tracking balance sheet movements, changes in liquidity profiles, NII forecast and ongoing development on FTP framework.
  • Management of liquidity ratios in compliance to the Bank’s target ranges.
  • Collaboration with Investment Management team to execute optimal funding plan.
  • Execute intragroup funding plan under guidance of Head of Liquidity Management HK.
  • Produce daily ITP curves in accordance to FTP framework for the Bank’s marginal cost of funding in local and major foreign currencies, fixed and floating, for funds transfer from or to the rest of the Bank.
  • Daily liquidity management to deploy commercial surplus of the Bank.
  • Optimize deployment strategy and currency mismatch across multiple asset classes in money market, repo market fixed income and FX derivatives market.

 

Requirements

  • 3-5 years of experience in Treasury and interbank market role
  • Broad and deep knowledge of BASEL III requirement over liquidity ratios such as LCR and NSFR
  • Broad knowledge of HKMA SPM in Liquidity Risk Management (LM-1 & LM-2), Large Exposures (CR-G-8) and Recovery Planning (RE-1)
  • CFA charter and Qualifications in Enhanced Competency Framework on Treasury Management (ECF-TM)
  • Undergraduate Degree in relevant majors
  • Must be able to work as a team and collaborate with various internal stakeholders

 

Consultant Details

Consultant Details

Jonathan Wong
Jonathan Wong
  • Managing Consultant | Financial Services Recruitment
  • 3907 3944
  • jonathanwong@morganmckinley.com