Head of Asset and Liability Management

Application Deadline: 13 October 2025

Department: Finance

Employment Type: Permanent - Full Time

Location: Hong Kong (SAR)

Description

About Mox
Mox is built by and for the ones who aspire to live life to the fullest – we call them Generation Mox! The name Mox reflects the endless opportunities we can create, - Mobile eXperience; Money eXperience; Money X (multiplier), eXponential growth, eXploration… it’s all up for us to define together.
Why Mox
Everything at Mox – from our products, features, to rewards – is designed based on customer research, tailor made for your needs. We care about what customers care about, especially in data security and privacy. Data ethics is core to everyone here at Mox.
Mox rewards you with an array of banking and lifestyle benefits. Who says banking can’t be fun?

Responsibilities

• To manage the Liquidity and Funding Risk, Interest Rate Risk in the Banking Book (IRRBB) and Balance Sheet Management.
• To lead and be moderator for the Assets and Liabilities Committee (ALCO) meeting.
• Develop Treasury strategy to fulfill Mox needs, including the launch of new deployment products, services, etc.
• The development, implementation and regular review of policies and standards relating to Liquidity and Funding Risk and IRRBB.
• Report and monitor the Liquidity and Funding Risk and IRRBB metrics.
• Development and maintenance of ICAAP and Recovery Plan.
• Ownership and preparation of ICAAP and Recovery Plan, including stress testing, scorecard and fire drills.
• Ownership of FTP methodology and implementation.
• Participate in capital and debt issuance, lead conversations with regulator on issuances. 
• Participate in Corporate Plan preparation via FTP, Capital and Liquidity Ratio.
• Model ownership for IRRBB and Liquidity Models, adhere to relevant Model Standards.
• Ownership of Liquidity Stress Testing methodology, preparation of reports including reverse stress test, daily stress test and intraday liquidity stress test.
• Prepare Liquidity and IRRBB related regulatory returns. 
• Drive system implementation, upgrades and maintenance of internal Liquidity and IRRBB risk reporting as well as regulatory reporting. 
• The development, implementation, maintenance, review and enhancement of models for behavioral modelling, IRRBB modelling, stress testing, recovery planning etc and relevant risk analytic methodologies.
• Perform on-going or ad-hoc analysis on, but not limited to, the balance sheet mix, liquidity gaps, interest rates gaps, and funding costs etc for ALCO. 
• Support the performance of governance effectiveness review and any other governance related requirements and ensure all these requirements are complied with Regulatory Compliance & Controls.
• Monitor compliance with policies and procedures, and local regulations relating to Liquidity and Funding Risk and IRRBB.
• Manage internal and external audits, maintain records and provide test data as requested.
• Ensure operational risk controls in relation to ALM processes are in place, documented and implemented with evidences properly recorded. 

Requirements

• Degree holder in Accounting, Finance, Risk Management or related disciplines
• Associate Member (Core Level or Professional I Level) of Treasury Markets Association (TMA) is preferable
• Solid banking experience in related functions with knowledge of financial products and regulatory requirements related to liquidity risk management and interest rate risk management 
• Experience should include risk measurement, reporting and analysis
• Experience with treasury management systems implementation will be an advantage
• Excellent analytical skills with high attention to detail and accuracy as well as independent problem-solving and multi-tasking ability are a prerequisite
• Self-motivated, flexible and able to work in a proactive and agile way under a fast-pace and dynamic environment
• Strong collaboration, consensus building and communication skills with ability to work with different culture, and people with different operating rhythm 
• Good command of written and spoken English
• Advanced excel skills and good computer knowledge.
• Candidate with less experience will be considered as Lead