Senior Market & Liquidity Risk Specialist - Risk, MariBank

MariBank Philippines, Inc.; Manila; On-site; PHP 600,000 - 900,000; Full time

Job summary

MariBank Philippines, Inc. is seeking a Market and Liquidity Risk Analyst to strengthen our risk governance and regulatory reporting framework. You will evaluate market and liquidity exposures, support IRRBB analyses, and help implement risk policies aligned with BSP regulations.

The role requires 3–6 years in banking risk, a strong Excel toolkit, and collaboration with Treasury, Finance, and business teams to drive robust risk insights and timely reporting for ALCO and the Board.

Qualifications

• Bachelor's degree in Finance, Economics, Mathematics, or related quantitative field.
• 3–6 years of experience in banking with market and liquidity risk exposure.
• Familiarity with ICAAP, contingency funding, and regulatory stress testing.
• Knowledge of BSP regulations (MORB) and LCR/NSFR reporting.
• Professional certifications like FRM or CFA are a plus.

Responsibilities

• Develop and enhance market and liquidity risk policies and procedures.
• Measure and evaluate risks across liquidity metrics and IRRBB analyses.
• Conduct stress testing and assess contingency funding strategies.
• Support ICAAP, recovery planning, and regulatory stress testing.
• Prepare risk monitoring reports and committee materials for ALCO and boards.
• Coordinate risk information with Treasury, Finance, and business teams.
• Assist internal and external audits and regulatory inquiries.

Skills

Market risk

Liquidity risk

IRRBB

Stress testing

Regulatory reporting

Financial risk analysis

Communication skills

Financial modeling

Education

Bachelor's degree in Finance, Economics, Mathematics, or related quantitative discipline

Tools

Microsoft Excel

Job description

Job Description

• Support the development, review, and enhancement of market, liquidity, and IRRBB risk management policies, frameworks, methodologies, limits, and procedures in accordance with BSP regulations and the Bank's risk appetite.
• Measure and evaluate market and liquidity risks to the Bank's portfolio, performing granular assessments across key liquidity metrics (buffers, cash flow mismatches, funding concentrations) alongside core IRRBB analyses including repricing gaps, NII sensitivity, EVE, and interest rate shock simulations.
• Perform market and liquidity risk stress testing, including the review of stress scenarios, assumptions, methodologies, and results. Support the maintenance and assessment of contingency funding and recovery strategies.
• Conduct risk assessments and scenario simulations for proposed investment strategies, treasury transactions, funding initiatives, new products, and other balance sheet management activities.
• Support the provision of market and liquidity risk inputs and analyses for the Bank's Internal Capital Adequacy Assessment Process (ICAAP), recovery planning, and other internal or regulatory stress testing exercises.
• Prepare, analyze, and maintain regular market, liquidity, and IRRBB risk monitoring reports, dashboards, and committee materials for ALCO, Risk Oversight Committee, and the Board, as applicable.
• Support the preparation, reconciliation, validation, and timely completion of applicable BSP prudential and regulatory reports particularly in relation to the Bank's transition to digital banking requirements.
• Maintain and enhance risk measurement tools, calculations, monitoring procedures, data controls, and reporting processes
• Support the update, monitoring, and analysis of risk appetite thresholds, internal limits, and early warning indicators
• Coordinate with Treasury, Finance, Business teams, and other relevant stakeholders to assess risk implications of business initiatives, validate risk information, and support the implementation of risk management requirements.
• Support internal and external audits, BSP examinations, regulatory inquiries, and remediation activities relating to market and liquidity risk management.

• Support the development, review, and enhancement of market, liquidity, and IRRBB risk management policies, frameworks, methodologies, limits, and procedures in accordance with BSP regulations and the Bank's risk appetite.
• Measure and evaluate market and liquidity risks to the Bank's portfolio, performing granular assessments across key liquidity metrics (buffers, cash flow mismatches, funding concentrations) alongside core IRRBB analyses including repricing gaps, NII sensitivity, EVE, and interest rate shock simulations.
• Perform market and liquidity risk stress testing, including the review of stress scenarios, assumptions, methodologies, and results. Support the maintenance and assessment of contingency funding and recovery strategies.
• Conduct risk assessments and scenario simulations for proposed investment strategies, treasury transactions, funding initiatives, new products, and other balance sheet management activities.
• Support the provision of market and liquidity risk inputs and analyses for the Bank's Internal Capital Adequacy Assessment Process (ICAAP), recovery planning, and other internal or regulatory stress testing exercises.
• Prepare, analyze, and maintain regular market, liquidity, and IRRBB risk monitoring reports, dashboards, and committee materials for ALCO, Risk Oversight Committee, and the Board, as applicable.
• Support the preparation, reconciliation, validation, and timely completion of applicable BSP prudential and regulatory reports particularly in relation to the Bank's transition to digital banking requirements.
• Maintain and enhance risk measurement tools, calculations, monitoring procedures, data controls, and reporting processes
• Support the update, monitoring, and analysis of risk appetite thresholds, internal limits, and early warning indicators
• Coordinate with Treasury, Finance, Business teams, and other relevant stakeholders to assess risk implications of business initiatives, validate risk information, and support the implementation of risk management requirements.
• Support internal and external audits, BSP examinations, regulatory inquiries, and remediation activities relating to market and liquidity risk management.

Requirements

Background & Experience

• At least a Bachelor's degree in Finance, Economics, Mathematics, Applied Mathematics, Statistics, Accounting, or other related quantitative or business disciplines.
• At least 3-6 years of relevant experience in banking, with direct, hands-on experience in market and liquidity risk management, including exposure to IRRBB.
• Prior banking experience is mandatory, preferably in a Market & Liquidity Risk, or Asset and Liability Management (ALM) Risk function.
• Familiarity with ICAAP, contingency funding planning, recovery planning, and regulatory stress testing.
• Exposure to BSP prudential reporting requirements for UB/KB/DBs, including applicable LCR, NSFR, and other liquidity and capital-related reporting frameworks.
• Knowledge of behavioral assumptions or modeling approaches for banking book products is a plus.
• Professional certification such as Financial Risk Manager (FRM), Chartered Financial Analyst (CFA), or equivalent qualification is a plus.
• Practical experience in monitoring and analyzing market and liquidity risk exposures, performing stress testing, and preparing risk management reports.
• Working knowledge of BSP regulations and the Manual of Regulations for Banks (MORB), particularly requirements relating to market risk, liquidity risk, IRRBB, and applicable prudential reporting.

Required Technical Skills

• Sound understanding of banking products, treasury investments, and financial markets, particularly government securities, fixed-income instruments, interest rates, and yield curve movements.
• Knowledge of market and liquidity risk measurements such as, cash flow and maturity gap analysis, EVE and NII sensitivities, and interest rate risk scenarios.
• Ability to perform quantitative analysis, interpret stress testing results, and assess the impact of changes in market conditions and balance sheet composition.
• Strong proficiency in Microsoft Excel, including financial modeling, data analysis, and risk reporting.
• Strong analytical, critical thinking, problem-solving, and communication skills, with the ability to translate technical risk assessments into practical recommendations.