Senior Market & Liquidity Risk Specialist - Risk, MariBank

Monee; Manila; On-site; PHP 800,000 - 1,500,000; Full time

Job summary

Monee is seeking a Market & Liquidity Risk professional to join its risk team in Manila. The role focuses on monitoring market and liquidity risks, supporting stress testing, and contributing to ICAAP, regulatory reporting, and risk dashboards for leadership and regulators.

You will collaborate with Treasury, Finance, and Business teams to assess risk implications of initiatives, validate data, and support risk controls in a fast-paced, tech-driven environment.

Qualifications

• Bachelor’s degree in Finance, Economics, Mathematics, Applied Mathematics, Statistics, Accounting or related quantitative discipline.
• 3–6 years of relevant banking experience with hands-on market and liquidity risk management including exposure to IRRBB.
• Familiarity with ICAAP, contingency funding planning, recovery planning, and regulatory stress testing.
• Exposure to BSP prudential reporting requirements for UB/KB/DBs, including LCR, NSFR, and other liquidity/capital reporting frameworks.

Responsibilities

• Support market and liquidity risk monitoring, reporting, and governance processes.
• Perform risk assessments and scenario analysis for proposed investments, treasury activities, and balance sheet management.
• Assist in stress testing, recovery planning, and regulatory reporting and compliance.
• Prepare risk monitoring dashboards and committee materials for ALCO and Risk Oversight.
• Coordinate with Treasury, Finance, and Business teams to evaluate risk implications of initiatives.

Skills

Market risk management

Liquidity risk

IRRBB

Excel modeling

Data analysis

Risk reporting

Stakeholder communication

Education

Bachelor’s degree in Finance or Economics or Math

FRM/CFA (plus)

Tools

Excel

Regulatory reporting tools

Job description

About Monee

Monee is a leading digital payments and financial services provider in Southeast Asia, with a growing presence in Latin America. Its mission is to better the lives of individuals and businesses in the region with financial services through technology.

Monee delivers a comprehensive range of digital financial products and services, including mobile wallets, payment processing, credit, banking, and insurtech. By leveraging technology and strategic partnerships, Monee aims to drive greater digital financial inclusion, convenience, and accessibility for individuals and small businesses across Southeast Asia and Latin America.

Monee is part of Sea Limited, a global technology company.

• 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.

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.