Associate Director, Treasury

Brief Summary

This role is vital in enhancing treasury functions by supporting asset and liability management, liquidity risk monitoring, and governance practices. The incumbent will collaborate with various departments to optimize funding strategies and balance sheet efficiency.

Responsibilities

• Assist in the design and implementation of the overall Asset and Liability Management (ALM) framework and governance for the region. Develop policies and procedures along with analytical reports to ensure effective implementation and oversight of the ALM governance framework. Establish funds transfer pricing (FTP) methodologies to accurately reflect liquidity and term premiums. Create and publish internal funding curves that ensure disciplined trading behavior, considering account currency, tenor, liquidity, and term premiums. Collaborate with Finance and Business teams to incorporate FTP into profitability measurements and pricing decisions. Support the design of issuance vehicles and funding structures develop models to ascertain the optimal funding mix and issuance appetite. Aid in establishing governance models to monitor issuance activities within approved parameters and develop regional contingency funding plans. Execute and monitor treasury dealing activities (money market, FX, interest rate management) to ensure adherence to approved risk parameters. Contribute to monitoring liquidity risk appetite metrics and reporting to senior management committees. Maintain communication with relevant treasury departments to facilitate funding limit allocations to regional entities. Stay updated with industry standards and adhere to policies, reporting requirements, and regulatory guidelines.

Requirements

• Bachelor's Degree in Finance, Economics, Business, or a related discipline. Professional certification in Financial Risk Management (FMRP) is advantageous. 8-10 years of relevant experience in banking or financial markets, with direct treasury experience in asset-liability management, FTP, and liquidity management. Knowledgeable of BCBS Basel and MAS frameworks focusing on liquidity aspects familiarity with HK's SFC regulations is a plus. Experience in ALM and FTP, with candidates who have established such programs being preferred. Proficient in using Bloomberg for trade execution, risk management, and balance sheet management. Familiarity with building automation tools in the M365 platform is a plus. Strong team player capable of effective collaboration across various departments and stakeholders. Demonstrates a positive attitude, ownership, and commitment to team objectives. Willingness to support operations across multiple countries on a rotational basis.