Market & Liquidity Risk Lead - Framework & Stress Testing

PJ Lhuillier Group of Companies; Makati; On-site; PHP 500,000 - 900,000; Full time

Job summary

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.

Qualifications

• 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.

Responsibilities

• 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.

Skills

Risk assessment

Risk measurement

Monitoring & reporting

Stress testing

Analytical thinking

Education

Four-year degree

Job description

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.