Market & Liquidity Risk Specialist

City Savings Bank, Inc.; Pasig; On-site; PHP 1,000,000 - 1,800,000; Full time

Job summary

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.

Responsibilities

• 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.

Job description

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.