Principal, Treasury and ALM Principal, Treasury and ALM …

BNY Mellon
in Shanghai, Shanghai Shi, China
Permanent, Full time
Be the first to apply
BNY Mellon
in Shanghai, Shanghai Shi, China
Permanent, Full time
Be the first to apply
Principal, Treasury and ALM

The role is part of the International Treasury, Balance Sheet Management function and focused on Asset and Liability Management (ALM) activities for China Branches (i.e. Shanghai and Beijing Branch). The main responsibilities of the role is the management of ALM activities related to liquidity, capital, and interest rate risk across BNY Mellon Shanghai and Beijing Branch and working with the APAC Treasury Manager based in HK on wider Treasury initiatives in the APAC region. The role also provides key support to the International Treasurer, Head of Balance Sheet Management (International Treasury) and China Country Executive in ensuring that the China Branches remain in compliance with their ALM related regulatory requirements while operating within the Corporate level treasury risk management framework.

The role is primarily responsible for executing Treasury related regulatory deliverables (Policies, Liquidity Self Assessments, Liquidity Stress Testing, etc.) for BNY Mellon China Branches including support with the related governance processes (ALCO, Branch Oversight Committees).

The role is a Vice President role (level L) based in Shanghai (China), and reports functionally to the Head of Balance Sheet Management and locally to China Country Executive.

Key Responsibilities
  • Preparation and co-ordination of Treasury related Policies / Addendums and documents including but not limited to Legal Entity Liquidity and Capital Management Policies (including Contingency Funding Plan), Intraday Liquidity Policies, Guidelines for Investment in Securities, as applicable. Responsible for ensuring adequate testing / simulation of the Contingency Funding Plans (CFP).
  • Ensure adequate liquidity risk management processes across BNY Mellon China Branches including execution of Liquidity Stress Testing process and related assumptions review, and Liquidity Self-assessment documentations and co-ordination in line with local regulatory requirements.
  • Daily monitoring of internal and regulatory liquidity, IRR and capital metrics including support / back-up with the production of APAC Early Warning Indicators to ensure compliance with the internal triggers and regulatory limits. Investigate and analyze in the event of exceptions.
  • Preparation and co-ordination of Treasury related presentations / updates to Governance forums e.g., China Branch Oversight Committees/ APAC Risk and Control Committee, APAC ALCO, etc.
  • Review balance sheet structure and business activities of BNY Mellon China Branches to ensure that the balance sheet is efficiently managed as per the regulatory requirements and internal liquidity risk management framework
  • Direct interaction with the lines of business in China and wider APAC region, especially with regards to balance sheet implications for local currency products and business booked on the local branch balance sheets.
  • Represent BNY Mellon with Chinese regulators on treasury activities, when required
  • Represent BNY Mellon with Chinese regulators on treasury activities, when required
  • Provide as back up for APAC Treasury Manager based in Hong Kong and coordinate and present on various China topics in the APAC ALCO Committee.

Governance Responsibilities
  • Contribute to the effective governance of the APAC region. Play an active role in local or regional committees, offering constructive challenge and helping to support the Committee fulfill its role and responsibilities.
  • Help to ensure that a strong governance culture is embedded within the region, that issues are escalated and cascaded appropriately and that key risks are identified, discussed and mitigated.
  • Build a good understanding of the APAC governance framework, including escalation requirements.

General Responsibilities:
  • Comply with all BNY Mellon corporate policies and procedures, including HR policies and procedures, applicable to BNY
  • Alert management including the Chief Risk Officer and / or the APAC Chief Risk Officer or the Legal Entity Risk Officer (as applicable) immediately of any significant changes to business risks and internal control effectiveness
  • Notify management and/or the Chief Compliance and Ethics Officer and Head of APAC Compliance immediately on discovery of any material regulatory breach
  • Comply with all Security and Health & Safety policies and procedures operating within the business


  • Bachelor/Master degree or equivalent

  • 7+ years banking experience in a Treasury function or in a Finance/Risk function relevant to Treasury

  • Knowledge of China (CBIRC) banking regulations with respect to capital, liquidity and interest rate risk is a must
  • Awareness of APAC Banking environment
  • Superior organizational skills
  • Proficiency in MS Office (Word, Excel, PowerPoint)
  • Good project management and report writing

BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer. Minorities/Females/Individuals with Disabilities/Protected Veterans. Our ambition is to build the best global team - one that is representative and inclusive of the diverse talent, clients and communities we work with and serve - and to empower our team to do their best work. We support wellbeing and a balanced life, and offer a range of family-friendly, inclusive employment policies and employee forums.
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