Market and Liquidity Risk

Join one of the leading banks in the Philippines as a Market & Liquidity Risk Officer.

Market & Liquidity Risk Officer

Salary: Competitive and based on experience

Location: Manila

Keywords: Risk Management, Market Risk, Liquidity Risk, IRRBB Measurement Models, Portfolio Stress Testing

An exciting opportunity has arisen for a dedicated and knowledgeable Market & Liquidity Risk Officer. The successful candidate will play a crucial role in identifying and analysing risk factors for trading and investment portfolios, including derivatives and structured products. This role offers the chance to develop and update market risk, liquidity risk, and IRRBB measurement models, as well as participate in the enhancement of the risk management system. This is an excellent opportunity to join a dynamic team within a leading organisation that values commitment, collaboration, and shared growth.

• Identify and analyse risk factors for trading and investment portfolios
• Develop and update market risk, liquidity risk, and IRRBB measurement models
• Participate in the enhancement of the risk management system

What you'll do:

As a Market & Liquidity Risk Officer, your primary responsibility will be to identify and analyse various risk factors associated with the bank's trading and investment portfolios. You will ensure these risks are properly modelled and captured within our sophisticated risk management system. Your expertise will be crucial in developing methodologies for other risk measurement models such as MCO and EaR. Regular portfolio stress testing will be part of your remit, along with reviewing market risk limits and analysing exposures. Your role will also involve updating policies to meet new compliance requirements from various governing bodies.

• Identify and analyse risk factors for the Bank’s entire trading and investment portfolios
• Ensure proper modelling and capturing of risk factors in the risk management system
• Develop and update market risk, liquidity risk and IRRBB measurement models
• Establish methodologies for other risk measurement models such as Maximum Cumulative Outflow (MCO) and Earnings-at-Risk (EaR)
• Conduct Portfolio Stress testing and Backtesting every quarter
• Review market risk limits and analyse exposures
• Update policies/ new compliance requirements of BSP, Internal and External Audit and other industry governing bodies

What you bring:

The ideal candidate for the Market & Liquidity Risk Officer position brings proven experience in identifying and analysing various types of risks. You have strong knowledge of market risk, liquidity risk, IRRBB measurement models, which you've gained through hands-on experience. Your ability to conduct portfolio stress testing sets you apart from others. You're adept at reviewing market risk limits, analysing exposures, understanding compliance requirements from various governing bodies. Your skills will contribute significantly to our team's success.

• Proven experience in identifying and analysing risk factors
• Strong knowledge of market risk, liquidity risk, IRRBB measurement models
• Experience in conducting Portfolio Stress testing
• Ability to review market risk limits and analyse exposures
• Understanding of compliance requirements from various governing bodies

What sets this company apart:

Our client is a leading financial institution known for its commitment to providing exceptional service and creating innovative solutions for its customers. They foster a collaborative and inclusive work environment where every team member is valued for their unique contributions. This organisation offers flexible working opportunities, generous pensions contributions, and numerous training opportunities to support the professional growth of their employees.

What's next:

Ready to take the next step in your career? Apply now!

Apply today by clicking on the link. We look forward to receiving your application!

Due to the high volume of applications we are experiencing, our team will only be in touch with you if your application is shortlisted.