Liquidity & Interest Rate Risk Manager

Philippine Bank of Communications (PBCOM); Makati; On-site; PHP 700,000 - 1,100,000; Full time

Job summary

The Philippine Bank of Communications (PBCOM) is seeking an Asset Liability Risk Management Officer to support the MRM Team Head in identifying, assessing, monitoring, and controlling liquidity risk and interest rate risk in the banking book.

Duties include weekly treasury risk reports, monthly risk estimations (EaR, EVE, MCO) and stress tests, quarterly benchmarking, and ICAAP/financial disclosure support for liquidity and rate risk.

Qualifications

• Bachelor’s degree in analytics or business-related field.
• 2–5 years of experience in Market Risk, Treasury, or ALM.
• Prefer CFA, FRM or related certifications.
• Analytical and critical thinking; strong written and verbal communication.

Responsibilities

• Weekly treasury risk reports for RBCAR/CET1, liquidity and SBL limits.
• Monthly estimation of EaR, EVE, and MCO; conduct monthly stress tests.
• Quarterly benchmarking of assets, capital, ROE, RBCAR, CET1, NPL.
• Lead reports on Interest Rate Risk and Liquidity Risk to ALCO & ROC.
• Support ICAAP coverage of Interest Rate Risk and Liquidity Risk.
• Assist annual audit of financial disclosures for these risks.

Skills

Analytical thinking

Critical thinking

Communication skills

Education

Bachelor’s degree in analytics or business-related field

Job description

The Philippine Bank of Communications (PBCOM) is seeking an Asset Liability Risk Management Officer to support the MRM Team Head in identifying, assessing, monitoring, and controlling liquidity risk and interest rate risk in the banking book.

Duties include weekly treasury risk reports, monthly risk estimations (EaR, EVE, MCO) and stress tests, quarterly benchmarking, and ICAAP/financial disclosure support for liquidity and rate risk.