Senior Asset Liability and Capital Management Manager - Hang Seng Bank (HK)
Hang Seng Bank Limited
Hong Kong, Hong Kong

Job description

A Career with Hang Seng Bank

Hang Seng is committed to service excellence. Our people are our most important asset and play a vital role in our efforts to continually enhance our performance for customers and provide best-in-class products and services.

We seek to attract high-calibre talent by offering a dynamic working environment, good career development opportunities and competitive compensation packages.


We are currently seeking an experienced professional to take on the role of Senior Asset, Liability and Capital Management (ALCM) Manager within our Finance team, supporting Head of Asset Liability and Capital Management in managing Recovery and Resolution Planning ("RRP") responsibilities within HASE ALCM.

Principal Responsibilities

  • Insights and Analysis : Provide insight and recommendations in response, and in anticipation, of adverse changes in interest rates.
  • Support the ALCO to manage prevailing regulatory and market changes

  • Risk management - embed a robust risk management and articulate the firm's ability to withstand a stress including the calibration of risk appetite in support of commercial goals and assessment of risks in the ICAAP
  • Business Partnering : Collaborate with business leads to understand how businesses are expected to perform under various scenarios.
  • Develop the user cases and deliver insights to support business strategy and forecasting

  • Risk Monitoring : Work with various stakeholders to analyse risk measures and highlight issues, risks and opportunities and prioritise these within a defined ALCO remit
  • Funds Transfer Pricing : Support integration of FTP principles consistent with global policies and provide advice to global businesses on all FTP related matters.
  • Behaviouralisation Assumption : Constantly monitor, review and update behaviouralisation assumptions. Perform regression testing as well as back testing to ensure assumption reasonableness.
  • Work in coordination with global businesses to provide a robust and consistent calibration.


  • Experience of overseeing the management of assets and liabilities and delivering recommendations in ALCOs preferred
  • Prior Treasury Risk, Liquidity Risk and Interest Rate Risk in Banking Book management experience and familiarity with Asian markets and banking regulations would be advantage
  • Prior experience in Funds Transfer Pricing and assumption validation
  • A Growth mind-set that is both open and resilient to rapidly evolving requirements
  • Excellent analytical skills with an ability to deliver actionable insight
  • If you would like to explore other opportunities at Hang Seng Hong Kong, please visit / careers / for details.

    The health and safety of our employees and candidates is very important to us. Due to the current situation related to the Novel Coronavirus (2019-nCoV), we're leveraging our digital capabilities to ensure we can continue to recruit top talent at the HSBC Group.

    As your application progresses, you may be asked to use one of our digital tools to help you through your recruitment journey.

    If so, one of our Resourcing colleagues will explain how our video-interviewing technology will be used throughout the recruitment process and will be on hand to answer any questions you might have.


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