Risk Officer (Market and Liquidity Risk)

East West Banking Corporation; Pateros; Hybrid; PHP 700,000 - 900,000; Full time

Benefits offered by this job

Career development

Competitive salary package

Performance incentives

Mentorship

Career progression paths

Job summary

East West Banking Corporation is seeking a Risk Officer (Market and Liquidity Risk) in a hybrid setup in Taguig. The Senior Assistant Manager to Manager role requires independent risk identification and reporting across trading and banking books, with a focus on VaR, IRRBB, and liquidity metrics.

You will deliver decision-useful insights to Senior Management and support risk framework enhancements. The ideal candidate holds a finance/economics background with 3–5 years in market/liquidity risk,

Qualifications

• Strong analytical skills and ability to interpret market and liquidity data.
• Excellent communication and stakeholder management for Senior Management reporting.
• Knowledge of risk frameworks, governance, and regulatory requirements.
• Familiarity with market risk and liquidity risk concepts and metrics.
• Professionalism, ethics, and attention to detail in risk monitoring.

Responsibilities

• Monitor and report market risk exposures across trading activities using VaR and sensitivity analysis.
• Perform back-testing, stress testing, and escalation of limit breaches and model issues.
• Measure IRRBB and assess interest rate risk in the banking book with EaR and Delta EVE.
• Conduct rate stress testing and scenario analysis for balance sheet risks.
• Monitor liquidity risk including cash flow projections, LCR, and NSFR metrics.
• Prepare risk reports and dashboards for Senior Management and Risk Committees.

Skills

Analytical skills

Communication

Stakeholder management

Attention to detail

Ethical standards

Education

Bachelor's degree in Finance/Economics/Accounting/Mathematics

Job description

About the Job

Location: Taguig

Corporate Title: Senior Assistant Manager to Manager

Work Arrangement: Hybrid

Our Risk Management team is looking for experienced professionals to join us in Taguig with the role of Risk Officer (Market and Liquidity Risk).

In this role, you will independently identify, measure, monitor, and report market and liquidity risks across the Trading and Banking Books, ensuring alignment with the Bank's approved risk appetite, strategic objectives, and regulatory requirements. You will provide timely, decision-useful risk insights and recommendations to Senior Management to support informed decision-making and effective risk management.

Your dream. Our focus.

East West Banking Corporation (EastWest) is one of the largest universal banks in the Philippines, and is committed to continuously invest in people and in process, product, and service enhancements, and embrace new ideas to enhance the EastWest experience.

We empower our employees to drive their careers and are committed to provide the runway for them to grow. We value teamwork and individual initiative. Join us and be part of a highly engaged team, and a workplace that promotes development and goal attainment.

Whether you're just starting out, or already a seasoned professional, EastWest can help you unleash your potential, and bridge the gap between dream to success.

What the role will entail

• Monitor and report market risk exposures across trading activities, including interest rate and foreign exchange risks, using metrics such as VaR, stressed VaR, and sensitivity analysis.
• Perform market risk back-testing, stress testing, and exception analysis, escalating limit breaches and model issues in accordance with governance requirements.
• Measure and monitor Interest Rate Risk in the Banking Book (IRRBB) using earnings-based and economic value-based methodologies, including EaR and Delta EVE assessments.
• Conduct interest rate stress testing and scenario analysis, evaluating behavioral assumptions and structural balance sheet risks.
• Measure and monitor liquidity risk across on- and off-balance sheet exposures, including cash flow projections, funding concentration analysis, MCO, LCR, and NSFR metrics.
• Assess market and liquidity risk exposures against approved risk appetite limits and regulatory requirements, escalating material breaches and emerging concerns as appropriate.
• Prepare risk reports and dashboards for Senior Management and Risk Committees and support the ongoing enhancement of market and liquidity risk policies, frameworks, and procedures.

What we're looking for

• Bachelor's degree in Finance, Economics, Accounting, Mathematics, or a related discipline.
• At least 3-5 years of experience in market risk, liquidity risk, IRRBB, treasury risk, or a related financial risk management function.
• Strong understanding of market and liquidity risk methodologies, stress testing, risk appetite frameworks, and regulatory requirements.
• Knowledge of fixed income products, foreign exchange, derivatives, and balance sheet risk management.
• Strong analytical, communication, and stakeholder management skills, with a high level of attention to detail, professionalism, and ethical standards.

What you can expect from joining our team

• Career development and training opportunities
• Competitive salary package and benefits
• Performance-based incentives and recognition programs to reward high-performing individuals
• Opportunity to work with industry experts and be mentored by them
• Defined career progression paths to guide you in your professional growth