Market & Liquidity Risk Officer

Metrobank; Taguig; On-site; PHP 800,000 - 1,100,000; Full time

Job summary

Metrobank is seeking a Market & Liquidity Risk Officer to drive identification, analysis, and management of market risk, IRRBB, and liquidity risks across the bank’s balance sheet, trading, and structuring activities. You will help select and execute investment, balance sheet, and funding strategies, building robust risk infrastructure and reporting processes.

The role involves evaluating new products for risk, maintaining strict controls, and producing regulatory reports for ALCO and BOD.

Qualifications

• Bachelor’s degree in Mathematics, Finance, Statistics, Economics, or Physics or related field.
• 3–5 years of related experience in market risk, treasury, or risk management roles.
• Experience monitoring and managing market, interest rate, FX and liquidity risks.
• Knowledge of treasury products and financial markets; familiarity with risk reporting frameworks.

Responsibilities

• Drives identification, analysis, measurement, and management of market risk, IRRBB, and liquidity risks across balance sheet, trading, and structuring operations.
• Provides support for selection and execution of investment, balance sheet, and funding strategies.
• Builds infrastructure for allocating, monitoring, and reporting risk aligned with strategic objectives and market developments.
• Assesses new products/services for potential risks and maintains strict risk control through monitoring and reporting of limits.
• Participates in risk identification, measurement model development (VAR, EAR, EVE), backtesting and stress testing.
• Communicates risks and performance to senior management and risk committees.

Skills

Risk analysis

Regulatory compliance

Communication

Education

Bachelor's Degree in Mathematics/Finance/Statistics/Economics/Physics

Tools

Risk measurement tools

Job description

Here at Metrobank, we don't simply hire employees—we hone future leaders. We provide opportunities that enhance your skills and unlock your talents, helping you evolve into a well-rounded individual. We supply you with all the pieces you need to do your best work, unleashing your full potential to help you secure your future and lead a fulfilling career. And with Metrobank's strong heart for the community, you have the chance to give back and make worthwhile contributions to our nation's economic and social development. With Metrobank, a meaningful life is within your reach!

Position Title:

Market & Liquidity Risk Officer

Job Summary:

• Drives the identification, analysis, measurement, and management of market risk, interest rate risk in the banking book (IRRBB), and liquidity risks across Metrobank's balance sheet, trading, and structuring operations. Provides critical support for the selection and execution of investment, balance sheet, and funding strategies. This role involves building robust infrastructure for allocating, monitoring, and reporting risk and performance in alignment with strategic objectives and market developments. Additionally, the role assesses new products and services for potential risks and maintains strict risk control through ongoing monitoring and reporting of compliance limits. Success in this role is measured in the following key outcomes:
• Risk Management Over sight and Mitigation: Monitors and reports market, IRRBB, and liquidity risks; identifies emerging risks; prepares risk analyses and regulatory reports for ALCO, ROC, and BOD; and ensures compliance with established limits
• Regulatory Compliance and Policy Adherence: Assists in developing risk management frameworks, policies, and methodologies; conducts daily rate checks and investigates discrepancies; and provides insights on modeling results such as prepayment, deposit analysis, and loan balance dynamics.
• Innovative Risk Solutions: Performs quantitative and qualitative risk analyses on portfolio performance, trading strategies, market data, and stress scenarios; and participates in projects impacting risk management metrics, methodologies, and systems.

Role Exposure:

• Participates in the preparation, review, or update of product manuals that accomplish risk identification objective, including valuation and hedging specifics, in close collaboration with risk-takers, lines managers and operations.

Risk Assessment and Monitoring:

• Assists in the development, review, update of risk measurement models such as Value-at-Risk (VAR), MCO (Maximum Cumulative Outflow), EAR (Earnings at Risk), EVE (Economic Value of Equity), stress testing, backtesting, income sensitivity analysis and dynamic financial analysis models.

Reporting and Analytics:

• Synthesizes and analyzes financial information and apply that knowledge to a broad range of financial issues

Regulatory Compliance:

• Ensures continuous monitoring of regulatory changes for market risk and practices.

Business Continuity:

• Engages in BCP activities, including drills and assessments, to proactively ensure the accessibility and operational integrity of daily risk measurement systems.
• Participates in crisis management plan to ensure the division’s response aligns with established RTOs.
• Safeguards operational processes, risk management measurement systems and data sources to mitigate losses effectively.

Stakeholder Engagement:

• Communicate risks, issues, hurdles and day-to-day performance related to risk management of the Bank's Treasury and balance sheet portfolios to Chief Risk Officer, Treasury and senior management.
• Interacts with members of the different units within Metrobank responsible for risk-taking, accounting, processing, budgeting and forecasting, and the funds transfer pricing to ensure that risk is properly represented in the Bank’s risk aggregation system.
• Performs other related function that may be assigned from time to time.

Additional Responsibilities

• Perform other related duties as assigned to support the overall success of the Bank.

Qualifications:

• Bachelor’s Degree in Mathematics, Accounting, Finance, Statistics, Economics, or Physics.
• 3–5 years of related experience, preferably from treasury/trader roles in smaller banks with market risk.
• Experience in monitoring and managing market risk exposures, analyzing interest rate, foreign exchange, and liquidity risks, and ensuring compliance with internal risk limits and regulatory requirements.
• Knowledge of treasury products and financial markets, and familiarity with risk measurement tools and reporting frameworks are essential.

Other Details:

Location:

Metrobank Center, BGC, Taguig City