ALM Risk Officer: Liquidity & Interest Rate Strategy

Hammerjack Pty Ltd; Philippines; On-site; PHP 900,000 - 1,500,000; Full time

Job summary

Hammerjack Pty Ltd is seeking an Asset Liability Risk Management Officer to join the Market & Asset Liability Risk Management (MRM) team in Makati City. The role supports identifying, measuring, and controlling liquidity and interest rate risk in the banking book, and assists in delivering ICAAP documentation.

Responsibilities include monthly risk estimation, stress testing, and quarterly benchmarking, with a focus on accuracy and regulatory compliance. Onsite work is required.

Qualifications

• Bachelor's degree in analytical or business field.
• 2–5 years of experience in Market Risk Management, Treasury, or ALM.
• Familiarity with VaR, Re-pricing Gap, and Maturity Gap.
• Strong analytical and critical thinking.
• Proficient in MS Office.
• Excellent written and oral communication skills.
• Onsite in Makati City.

Responsibilities

• Weekly completion of treasury risk reports for ALCO, including liquidity and RBCAR/CET1.
• Monthly estimation of EaR, EVE, and liquidity risk; conduct stress testing.
• Quarterly benchmarking of asset size, capital, ROE, RBCAR, CET1, NPL.
• Lead reports on Interest Rate Risk and Liquidity Risk to ALCO & ROC.
• Support ICAAP completion for Interest Rate and Liquidity Risk.
• Assist with annual audit of financial disclosures.

Skills

Analytical thinking

Communication skills

Education

Bachelor's degree in analytical or business field

CFA/FRM certifications

Tools

MS Office

Job description

Hammerjack Pty Ltd is seeking an Asset Liability Risk Management Officer to join the Market & Asset Liability Risk Management (MRM) team in Makati City. The role supports identifying, measuring, and controlling liquidity and interest rate risk in the banking book, and assists in delivering ICAAP documentation.

Responsibilities include monthly risk estimation, stress testing, and quarterly benchmarking, with a focus on accuracy and regulatory compliance. Onsite work is required.