Associate Asset and Liability Management

Permanent contract|Hong Kong|Finance

Associate Asset and Liability Management

  • Hong Kong, Hong Kong
  • Permanent contract
  • Finance


Main Responsibilities for this role:
•    ALM metric analysis and reporting liquidity, IRRBB/FXBB, RWA or capital: 

  • Lead and conduct data analysis for the key business drivers for risk consumption with entity’s stakeholders accountable for monitoring and steering their liquidity, IRRBB, FXBB or RWA consumption. 
  • Act as Regional coordinator of the monthly or quarterly reporting processes.  
  • Prepare presentations to explain the drivers of the metric and its variations, communicate to key stakeholders (CFOs, Treasuries, RISQ, etc.) to support decisions by ALCO or other similar committees.

•    Risk framework: 

  • Contribute to the annual review of liquidity, IRRBB sensi/FXBB exposure limit framework across all Asian entities to ensure that limits remain aligned with its risk appetite statement, regulatory requirements etc. 

•    Projects: 

  • Support various projects that include reviewing and automating existing regional reporting, monitoring and analysis processes, prepare the business case to revamp existing setup or deep-dive analysis on studies led by the team for ALM steering.

•    Compliance with Group standards: 

  • Understand Group norms, policies, and codes of practices, ensure regional alignment of ALM practices against Group standards where applicable, by performing regular reviews. 

Opportunities for the successful candidate

  • In our regional capacity, you will have the opportunity to understand the different business, regulatory and ALM specificities of our entities operating in different jurisdiction.
  • ALM topics are key to various decisions made across Asia, your role is a key contributor to the impact assessments of strategic decisions.
  • You will be working with a team of senior ALM experts who all have a collaborative mindset and who are regularly exchanging their viewpoints on their domain to ensure comprehensive assessments by the team.
  • You will also be working with various stakeholders including CFOs, CROS, Treasury, Head Office experts and business lines.

Key subjects covered by the ALM team: 

  • ALCO: preparation and animation of the Asia ALCO (Asset Liability Committee) for the steering the balance sheet, RWA, capital and structural risks.
  • Balance sheet and RWA: monitoring and analyzing the Asia’s balance sheet and RWA exposures and variations across business lines and forecasting upcoming changes for steering and financial budgeting process.
  • Capital management: monitoring and analyzing the capital structure of Asian legal entities and optimizing their replacements; leading the capital calibration studies to support business development needs.
  • Financial steering: RWA and capital forecasting for the strategic planning and financial budget.
  • Structural risk liquidity/IR/FX: monitoring and analyzing the liquidity gaps (BAU, stressed) and banking book IRR sensitivities and FX exposures against thresholds/limits.
  • ALM policies: contribute to the preparation of ALM-related policies including Risk Appetite Statements, Liquidity Contingency Plans or Frameworks.
  • Norms: monitor regional compliance to Group policies / guidelines and regulatory norms relevant to ALM metrics.
  • Projects: steer or contribute to projects related to any of the related ALM subjects (e.g. optimization of capital/funding or ALM governance topics or process-related improvements).

Profile required

Your Profile:

  • 3-4 years of working experience in the banking industry, strong quantitative skills, background on Treasury, ALM, liquidity management would be an advantage.   
  • Data analysis skills to be applied to all ALM metrics to identify insights to support vital decisions for ALM strategy.
  • Ability to accurately summarise and communicate findings, present results of complex analysis to technical and non-technical stakeholders.  
  • Ability to organise and implement change across numerous entities/Asia region.
  • Ability to understand and uphold Group standards on ALM practices.
  • Be a collaborative team player and be committed to common goals of the team.
  • Ability to prioritise multiple deliverables, communicate to your stakeholders. 
  • Display responsibility and act ethically.


  • Client - Understanding and Respect: I listen to clients and colleagues in order to understand and anticipate their needs.
  • Client - Risk: I strive to satisfy clients while taking into account risks for the company.
  • Team Spirit - Synergies: I make cooperation with colleagues in and outside my team a priority.
  • Innovation - Technology: I adopt new  technologies in the solutions and projects I work on.
  • Commitment - Sustainability: I strive to develop my skills and knowledge.
  • Commitment - Inspiration: I support the vision and the strategy.

Business insight

Company Description
Societe Generale is one of the leading European financial services groups. Founded in 1864, we have been playing a vital role in the economy for over 150 years. With more than 133,000 employees based in 61 countries worldwide, we accompany 32 million clients throughout the world on a daily basis. Based on a diversified universal banking model, the Group combines financial strength with a strategy of sustainable growth.

Our expertise in the Asia Pacific region ranges from Corporate & Investment Banking (Advisory, Financing and Global Markets) to Asset Management, Securities Services, Trade Finance and Cash Management Services. Leveraging on our formidable global footprint, we serve corporates, financial institutions and the public sector. With our regional headquarters in Hong Kong, we operate in 11 countries across Asia Pacific, employing over 6,600 employees. You can find us in Beijing, Seoul, Tokyo, Singapore, Mumbai, Sydney and other locations in the region.

Department Description

SG Global Banking and Investor Solutions – GBIS is one of the core businesses of SG which provides high value-added solutions to its clients in EMEA region, the US and Asia. The Group leverages its diversified model to meet the financing and investment needs of its client base which includes corporate, financial institutions and public sector entities.

Team Overview:

The Asia ALM team in the Finance department based in Hong Kong, is a team of experts responsible for monitoring and analyzing Asia’s balance sheet, risk-weighted assets (RWA), capital and structural risks (liquidity and IR & FX). We lead various studies to drive vital management’s decision-making and steering of these metrics.  
The team has a regional capacity, overseeing more than 10 legal entities across Asia Pacific and works closely with Local entity and CFOs, Asia Treasury, Risk department, business lines and our Head Office to support the effective management of all ALM topics in each location and ensure an alignment of practices across the region.

We are an equal opportunities employer and we are proud to make diversity a strength for our company. Societe Generale is committed to recognizing and promoting all talents, regardless of their beliefs, age, disability, parental status, ethnic origin, nationality, gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.

  • Reference: 230002WA
  • Entity: Societe Generale Hong Kong Branch
  • Starting date: 2023/04/01
  • Publication date: 2023/03/15