Market and Liquidity Risk Officer

City Savings Bank, Inc.; Pasig; On-site; PHP 1,000,000 - 2,000,000; Full time

Job summary

City Savings Bank, Inc. is seeking a Market and Liquidity Risk Officer to oversee exposure management across trading and banking books. You will measure market and liquidity risks, run stress tests, monitor IRRBB, and ensure policy alignment with risk appetite and regulations.

You will prepare risk analyses for senior management and committees. A Bachelor's degree in Finance/Economics/Accounting/Mathematics/Statistics is required; FRM is a strong advantage. Experience in risk analytics preferred.

Qualifications

• Bachelor's degree in Finance, Economics, Accounting, Mathematics or Statistics.
• FRM certification is a strong advantage.

Responsibilities

• Monitor and report market and liquidity risks across trading and banking books.
• Run stress scenarios and simulations to test balance sheet resilience.
• Track IRRBB metrics including EaR and EVE.
• Ensure activities align with risk appetite and regulatory frameworks.
• Prepare risk analysis reports for senior management, ALCO, and regulators.

Education

Bachelor's degree in Finance/Economics/Accounting/Mathematics/Statistics

FRM certification (advantage)

Job description

As a Market and Liquidity Risk Officer monitors and manages financial exposures from market price shifts, interest rate changes, and funding shortages in a bank or financial institution.

Key Responsibilities

• Risk Monitoring: Measure and report market and liquidity risks across trading and banking books using metrics like Value at Risk (VaR), Liquidity Coverage Ratio (LCR), and Net Stable Funding Ratio (NSFR).
• Stress Testing: Run stress scenarios and simulations to test balance sheet resilience under adverse economic conditions.
• IRRBB Management: Track Interest Rate Risk in the Banking Book (IRRBB), including Earnings at Risk (EaR) and Economic Value of Equity (EVE).
• Policy Compliance: Ensure portfolio activities align with the company's risk appetite and local regulatory frameworks.
• Stakeholder Reporting: Prepare risk analysis reports for senior management, committees (like ALCO), and regulators.

Qualifications & Requirements

• Education: Bachelor’s degree in Finance, Economics, Accounting, Mathematics, Statistics, or a related field. A professional certification like the Financial Risk Manager (FRM) is a strong advantage.