ALM ESG Manager

Our client is seeking a highly motivated and experienced ALM ESG Manager to join their dynamic team based in Hong Kong. This role will focus on integrating Environmental, Social and Governance (ESG) considerations within Asset and Liability Management (ALM) frameworks, with a specific emphasis on modelling and strategic analysis. The successful candidate will possess a deep understanding of ESG principles as they relate to financial risk and capital management, and will contribute to the development and enhancement of ALM ESG methodologies, models, and reporting practices.

Key Responsibilities:

• Develop and maintain ALM models that integrate ESG risk factors, including climate-related financial risks.
• Provide ESG-aligned analysis to support balance sheet management, interest rate risk, and liquidity risk assessment.
• Collaborate with risk, finance, and sustainability teams to align ESG risk assessments with corporate objectives.
• Assess long-term sustainability scenarios and their impact on capital, liquidity and funding portfolios.
• Enhance model governance by embedding ESG parameters within stress testing and scenario analysis frameworks.
• Stay abreast of regulatory developments and industry best practices related to ESG and ALM integration.
• Support the production of internal and external ESG-related reports and disclosures as required.

Requirements:

• Bachelor’s or Master’s degree in Finance, Economics, Risk Management, Mathematics or a related discipline.
• Proven experience in ALM, treasury, risk or ESG analytics within the financial services industry.
• Strong knowledge of ESG frameworks, reporting standards (e.g., TCFD, ISSB) and regulatory expectations.
• Experience with quantitative modelling techniques, scenario development and financial projections.
• Proficiency in analytical tools such as Python, R, MATLAB or SAS is desirable.
• Strong communication skills and ability to translate technical models into strategic insights.
• Excellent organizational and problem-solving skills with attention to detail.