Market Risk & IRRBB Specialist

Bank of the Philippine Islands (BPI); Makati; On-site; PHP 600,000 - 800,000; Full time

Job summary

A leading financial institution in the Philippines is seeking a skilled professional for a market risk management role. This position involves managing market risk and interest rate risk frameworks, alongside performance monitoring and compliance with regulatory requirements. Suitable candidates will have at least three years of experience in banking and possess strong analytical skills in finance and quantitative disciplines.

Qualifications

• At least 3 years of relevant experience in banking, treasury, and financial risk management.
• Strong understanding of risk management principles and business processes.
• Preferably with graduate units in MS Finance or related fields.

Responsibilities

• Manage design and implementation of market risk management framework.
• Monitor and measure risk exposures from trading and banking book.
• Perform periodic stress testing for trading and banking portfolios.

Skills

Financial mathematics

Advanced MS Excel

Quantitative techniques

Education

Degree in Finance, Mathematics, Statistics, or Economics

Tools

Visual Basic

SAS programming

Job description

A leading financial institution in the Philippines is seeking a skilled professional for a market risk management role. This position involves managing market risk and interest rate risk frameworks, alongside performance monitoring and compliance with regulatory requirements. Suitable candidates will have at least three years of experience in banking and possess strong analytical skills in finance and quantitative disciplines.