Market & Liquidity Risk Officer

City Savings Bank, Inc.; Pasig; Vor Ort; PHP 1.000.000 - 1.800.000; Vollzeit

Zusammenfassung

City Savings Bank, Inc. seeks a Market & Liquidity Risk Officer to identify, measure, monitor, and mitigate market, liquidity, and IRRBB risks in collaboration with Treasury, Finance, and Trading desks.

You will develop risk models, perform stress testing, prepare dashboards for senior management and ALCO, ensure Basel III and local regulator compliance, and support audits and strategic decisions.

Aufgaben

• Track portfolio sensitivities, FX exposures, and interest rate movements against risk limits.
• Evaluate liquidity positions, cash flow forecasts, and funding concentration risks.
• Maintain CFP and stress testing frameworks including backtesting.
• Develop, review, and backtest quantitative risk models and scenarios.
• Participate in regulatory stress testing and ICAAP.
• Prepare risk dashboards and reports for ALCO and Risk Committees.
• Ensure compliance with Basel III and local guidelines.
• Assist audits and regulatory examinations related to market and liquidity risk.

Jobbeschreibung

As the Market & Liquidity Risk Officer, you will serve as a key line of defense in identifying, measuring, monitoring, and mitigating market, liquidity, and Interest Rate Risk in the Banking Book (IRRBB). You will collaborate closely with Treasury, Finance, and Trading desks to maintain sound risk frameworks, ensure regulatory compliance, and support strategic decision-making.

Key Responsibilities

• Track portfolio sensitivities, FX exposures, and interest rate movements against established risk appetite limits.
• Evaluate liquidity positions, cash flow forecasts, and funding concentration risks.
• Assist in the maintenance and execution of the Liquidity Contingency Funding Plan (CFP) and stress testing frameworks.
• Develop, review, and backtest quantitative risk measurement models and scenario analyses.
• Participate in regulatory stress testing requirements and the Internal Capital Adequacy Assessment Process (ICAAP).
• Prepare clear, concise risk dashboards and reporting packages for senior management, the Asset and Liability Committee (ALCO), and Risk Committees.
• Ensure compliance with internal policies, market risk limits, and regulatory frameworks (e.g., Basel III, local central bank guidelines).
• Work closely with Treasury and Trading teams to assess new products, strategies, and portfolio changes for embedded financial risks.
• Support internal/external audits and regulatory examinations related to market and liquidity risk.