comScoreTag
Job ref no.: CT3114388-01#5116

VP, Corporate Treasury

Robert Walters

Support the management of stable and well-diversified funding base, with sufficient funding capacity to support the Branch’s longer term growth plans, through review of B/S projections and planning of funding sources

Responsibilities:

  • Support the management of stable and well-diversified funding base, with sufficient funding capacity to support the Branch’s longer term growth plans, through review of B/S projections and planning of funding sources
  • Plan and execute wholesale funding strategies with both internal and external parties (e.g. Head Office borrowings, issuance of certificate of deposit)
  • Review and update the Branch’s internal Fund Transfer Pricing (“FTP") mechanism and attributes to make sure the FTP is capable to optimise the Branch’s balance sheet profile balancing deposit margin vs assets competitiveness
  • Participate in preparation of monthly management reports (e.g. ALCO Deck), and regular review of balance sheet composition (e.g. HQLA / Loan asset mix)
  • Analyse asset yields and funding costs, and provide recommendations for improvement in balance sheet efficiency (net interest margin, return on assets, and return on risk weighted assets)
  • Assist in review and management of the Branch’s structural interest rate and liquidity profile. Ensure the Group’s interest rate risk management policy is being adhered to, and recommend appropriate hedging should there be increasing risks as noted from relevant key risk indicators (e.g. EVE, NII, PV01)
  • Assist in management of FX swaps. Ensure currency gaps are properly managed with minimal excess funds
  • Keeping abreast of changes in regulations (Basel, HKMA) and understand implications on balance sheet strategies
  • Support ad hoc requests such as streamline / automation of regular reports, system implementation

Requirements:

  • University degree in accounting, finance, economics or risk management, preferably with CPA / CFA / FRM qualifications
  • At least 8 years of relevant experience with exposures to wholesale and financial markets products – loans, deposits, CDs, regulatory assets (HQLA), FX and Interest Rate swaps; Prior experience in balance sheet management is an advantage
  • Strong analytical and data management skillsets; Strong skills in MS Excel and PowerPoint, preferably some knowledge in Excel VBA; Familiarity with market data systems (Reuters, Bloomberg) is an advantageHighly organised and detail-oriented individual who can multi-task to ensure all deadlines are met; Good team player who works well under pressure

Get in touch

Christy Zhang

+852 2103 5302

Interested parties please click Apply Now to apply job.

All applications applied through our system will be delivered directly to the advertiser and privacy of personal data of the applicant will be ensured with security.

More job information
Job ref no. CT3114388-01#5116
Salary
  • N/A
Job Function
Industry
Employment Term
  • Permanent
  • Full-time
Experience
  • 8 years - 13 years
Career Level
  • Middle management level
Education
  • Degree