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Job Description for Hong Kong Treasury Manager

Role Summary

• Part of the North Asia Treasury Team reporting to the Head of North Asia Treasury

• Facilitate the Asset Liability Management (ALM) process in-country, particularly funds transfer pricing, liquidity
management, capital management and non-traded risk management. Facilitate Asset Liability Committee (ALCo)
by raising and resolving ALM related issues.

• Responsible for the country standards/policies in ALM and non-traded risk management. Ensure compliance with
Group and Regional Treasury policies subject to local regulatory requirements. Escalate exceptions as required
and resolve local issues.

• Understand balance sheet and funding structure in-country and the related regulatory requirements/limits.
Develop country balance sheet and funding plans incorporating all relevant factors. Drive strategic changes to the
balance sheet.

• Understand capital structure in country and the related regulatory requirements/limits. Develop country capital
plans and drive action as required to ensure country remains within regulatory limits.

• Understand sources and mitigation of non-traded risk. Ensure that the management of non-traded risk is
effective.

• Bridge between Group/Regional Treasury and Business/Finance/Operation/Compliance/etc to ensure ALM

perspectives being incorporated in business initiatives and related projects .

• Act as a strategic partner to the business in ensuring prudential balance sheet management whilst maximising
interest income through opportunities in balance sheet steering actions.

Key deliverables

ALCo
• Coordinate with stakeholders to set monthly ALCo meeting agenda to address all ALCo related issues.
• Recommend key metrics around funding, liquidity and capital. Monitor exposures and drive appropriate business
behaviour.
• Present balance sheet MI, KRIs and regulatory exposures to facilitate the ALCo’s risk management
responsibilities.
• Facilitate discussion, agree actions and ensure prompt resolution both in country and at regional levels.
• Escalate issues to Regional ALCo. Provide updates to Regional Treasury/ALCo on key issues and actions in
Country ALCo.

B/S Management
• Manage balance sheet composition (through ALCo) to support sustainable growth in the bank’s businesses
through defining strategic targets for the balance sheet.
• Monitor performance against strategic targets and drive action to meet targets as required
• Coordinate with business units to develop overall country growth plan and derive the corresponding funding and
capital plan.

Fund Transfer Pricing

• Monitor local market and regulatory development to identify potential opportunities and threats. Suggest
improvements to current processes as required.
• Maintain constant dialogue with the funding desk to ensure prudent liquidity management and fair transfer pricing

Liquidity Management
• Monitor the bank’s liquidity position through daily cash flow report and monthly liquidity ratio analysis
• Perform regular liquidity stress testing and scenario analysis, and develop contingency funding plan accordingly
• Facilitate the review of Term Liquidity Premium and ensure proper pricing of term liquidity in customer
transactions

Capital Management
• Assist with the management of the capital investment portfolio towards the twin objectives of achieving a stable
return on capital and providing a contingency liquidity buffer
• Work with finance and the business to forecast capital requirements and drive actions where required to meet
local regulatory requirements
• Monitor actual capital usage vs plan and deal with excesses/shortfalls as required.
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Policy/Compliance
• Ensure compliance with the local regulatory requirements and corporate policy.
• Review and update ALM related policies and facilitate relevant approval in both Country and Regional level
• Escalate policy exceptions to Regional Treasury as required.

Reporting
• Work with Finance to capture the income generated through steering actions and all other actions taken by ALCo
• Ensure accurate reporting of interest rate and liquidity risk in country to facilitate effective decisions at Country
ALCo

Regulation
• Point of focus for local regulators on balance sheet issues. Review and influence the development of local
regulation escalating issues as required to regional and Group Treasury.

Experience

• Experience of banking / treasury and balance sheet risk in specialist function, corporate treasury or financial
management
• Previous experience of managing both analytical / value adding and control functions and demonstrating ability to
deliver on both
• Knowledge of the Group and / or other large organisational structures and demonstrated ability to operate
effectively across functions and businesses.
• Demonstrated ability to deliver end to end policy development through to process implementation

Technical knowledge

• Good understanding in bank’s balance sheet dynamics

• Knowledge in money market trading and instruments, particularly in local market specifics and limitations
• Understanding in fund transfer pricing and funding desk operations
• Able to identity and analyze trade off decisions between managing treasury risks and maximizing return
• Knowledge of banking regulations as related to ALM issues, such as balance sheet structure, capital
management, funding flow, regulatory reporting, etc.
• Very PC literate

Personal Attributes

• Ability to develop working relationship with Business Units, Group/Regional Treasury and all stakeholders in
the country; able to work with people at all levels
• Strong team player
• Strong influencing skills covering strategic planning, financial processes, business processes and system
development
• Confident in presenting ideas that are backed with analytical data, policy and/or logical thoughts
• Self initiative in exploring improvement in existing procedure or process