Market and Liquidity Risk Officer
Philippines - Risk Management
The Market and Liquidity Risk Officer reports directly to the Chief Risk Officer in Manila, responsible for developing and implementing comprehensive risk management policies, procedures, and guidelines. The role requires a proactive approach to ensure alignment with regulatory requirements and the bank's risk appetite.
Responsibilities
- Assesses the impact of market and interest rate movements on the bank's financial position and recommend risk mitigation strategies.
- Develops and implements risk management policies, procedures, and guidelines related to market risk, liquidity risk, and IRRBB, ensuring alignment with regulatory requirements and the bank's risk appetite.
- Collaborates with various departments to gather information and ensure effective risk management practices.
- Prepares risk reports and present findings to senior management, highlighting key risk metrics, trends, and potential areas of concern.
- Conducts stress testing and scenario analysis to assess the resilience of the bank's balance sheet under different economic conditions.
- Participates in the development and enhancement of risk models, methodologies, and tools related to market, liquidity, and interest rate risk.
- Collaborates with internal and external auditors to facilitate audits related to market, liquidity, and interest rate risk.
Qualification
- Bachelor’s degree in finance, Economics, Mathematics, or a related field; professional certification (e.g., Financial Risk Manager) is a plus.
- At least 2–3 years of experience in market/liquidity and interest rate risk management, preferably from the banking industry
- Strong analytical skills with the ability to interpret financial data and risk metrics.
- Knowledge of risk models, methodologies, and regulatory requirements related to market, liquidity, and interest rate risk.
- Experience in handling Internal Capital Adequacy Assessment Process (ICAAP) is preferred.
- Experience in the preparation and delivery of reports
- Excellent oral and written communication skills
Interested? Send us your CV attalentacquisition@tonikbank.com
