Market and Liquidity Risk Officer

PJ Lhuillier Group of Companies; Makati; Vor Ort; PHP 500.000 - 900.000; Vollzeit

Zusammenfassung

PJ Lhuillier Group of Companies in Makati seeks a risk management professional to develop and implement a risk framework for market and liquidity, and to conduct periodic adequacy assessments and stress testing.

The role focuses on identifying market and liquidity risks, applying quantitative models, monitoring limits, and proposing actions to strengthen risk controls to support the business objectives.

Qualifikationen

• Graduate of a four-year course in business, finance, accounting, economics, mathematics, statistics, or related fields.
• Minimum three years of relevant market, liquidity, or treasury risk management experience in a bank or financial institution.
• Knowledgeable in risk assessment, risk measurement, monitoring, and reporting of market and liquidity risk.
• Detail-oriented, organized, and able to work with minimal supervision.
• Willing to work in Makati.

Aufgaben

• Identify and analyze market and liquidity risks.
• Use financial models to simulate scenarios and assess exposures.
• Monitor and report compliance limits; escalate breaches.
• Define risk appetite and thresholds aligned to objectives.
• Develop risk models and perform backtesting and stress testing.
• Recommend actions on risks from new projects or products.
• Enhance risk management framework, policies, and procedures.

Kenntnisse

Risk assessment

Risk measurement

Monitoring & reporting

Stress testing

Analytical thinking

Ausbildung

Four-year degree

Jobbeschreibung

This position is primarily responsible for the development and implementation of the risk management framework for market and liquidity. The position is also responsible for conducting periodic market and liquidity risk adequacy assessment and related stress testing.

Duties and Responsibilities:

• Identifies and analyzes the risks in market and liquidity.
• Uses financial models and quantitative techniques to simulate market scenarios and assess risk exposure and potential losses that impacts the business. Identifies the root causes for planning the mitigation.
• Performs risk control through regular monitoring and reporting of compliance limits. Escalates breaches in tolerances to stakeholders.
• Defines and reviews the market and liquidity risk appetite / thresholds to ensure its alignment with business objectives.
• Develops an appropriate risk model and conducts back and stress testing to assess the effectiveness of market and liquidity risk management system.
• Recommends action on market and liquidity related risks based on analysis of new projects, products, or services.
• Contributes to the updating and enhancement of market and liquidity risk management framework, policies, and procedures.

Qualifications:

• Graduate of any four (4) year course, preferably in Business Administration, Finance, Accounting, Economics, Mathematics, Statistics, or other related fields.
• At least three (3) years of relevant work experience in Market Risk Management, Liquidity Risk Management, or Treasury Risk Management gained from a bank or financial institution.
• Knowledgeable in risk assessment, risk measurement, monitoring, and reporting of market and liquidity risk.
• Detail-oriented, organized, and able to work with minimal supervision.
• Willing to work in Makati