Responsibilities • Portfolio Management & HQLA: Actively manage the bank’s fixed income investment portfolio with a primary focus on HQLA to ensure optimal yield while strictly adhering to regulatory liquidity ratios (e.g., LCR, NSFR) and internal limits.
- Credit Bond Investment & Risk: Source, analyze, and execute credit bond investments. Actively manage portfolio credit risk by conducting thorough fundamental credit analysis, monitoring credit migrations, and ensuring compliance with the bank's credit risk appetite.
- Interest Rate Risk Management: Manage the portfolio's duration and interest rate risk exposure. Analyze yield curve dynamics and execute trades to optimize risk-adjusted returns.
- IRRBB Compliance & Strategy: Handle Interest Rate Risk in the Banking Book (IRRBB) requirements.
Work closely with the ALM and Risk teams to measure, monitor, and mitigate IRRBB exposures, utilizing appropriate hedging strategies when necessary.
- Reporting & Strategy: Prepare and present portfolio performance, risk metrics, and macroeconomic analyses to the Asset and Liability Committee (ALCO) and senior management.
Requirements • Bachelor’s degree in Finance, Economics, Accounting, Mathematics, or a related field. Professional designation (CFA, FRM) is highly preferred
- Minimum 5 years of experience in fixed income portfolio management, fixed income trading, bank treasury, or ALM within a financial institution
- Member of Treasury Markets Association / ECF-TM Qualification in Professional Level II (Role 1) is preferred
- Relevant HKIB qualification will be an advantage
- Deep understanding of banking regulatory frameworks, specifically regarding HQLA classifications and liquidity risk management
- Proven expertise in managing Interest Rate Risk in the Banking Book (IRRBB)
- Strong fundamental credit analysis skills with experience managing corporate and financial credit bonds
- Advanced proficiency in Bloomberg, Excel, and relevant Treasury/ALM systems
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