Strategic Market & Liquidity Risk Officer

Metrobank; Taguig; On-site; PHP 800,000 - 1,100,000; Full time

Job summary

Metrobank is seeking a Market & Liquidity Risk Officer to drive identification, analysis, and management of market risk, IRRBB, and liquidity risks across the bank’s balance sheet, trading, and structuring activities. You will help select and execute investment, balance sheet, and funding strategies, building robust risk infrastructure and reporting processes.

The role involves evaluating new products for risk, maintaining strict controls, and producing regulatory reports for ALCO and BOD.

Qualifications

• Bachelor’s degree in Mathematics, Finance, Statistics, Economics, or Physics or related field.
• 3–5 years of related experience in market risk, treasury, or risk management roles.
• Experience monitoring and managing market, interest rate, FX and liquidity risks.
• Knowledge of treasury products and financial markets; familiarity with risk reporting frameworks.

Responsibilities

• Drives identification, analysis, measurement, and management of market risk, IRRBB, and liquidity risks across balance sheet, trading, and structuring operations.
• Provides support for selection and execution of investment, balance sheet, and funding strategies.
• Builds infrastructure for allocating, monitoring, and reporting risk aligned with strategic objectives and market developments.
• Assesses new products/services for potential risks and maintains strict risk control through monitoring and reporting of limits.
• Participates in risk identification, measurement model development (VAR, EAR, EVE), backtesting and stress testing.
• Communicates risks and performance to senior management and risk committees.

Skills

Risk analysis

Regulatory compliance

Communication

Education

Bachelor's Degree in Mathematics/Finance/Statistics/Economics/Physics

Tools

Risk measurement tools

Job description

Metrobank is seeking a Market & Liquidity Risk Officer to drive identification, analysis, and management of market risk, IRRBB, and liquidity risks across the bank’s balance sheet, trading, and structuring activities. You will help select and execute investment, balance sheet, and funding strategies, building robust risk infrastructure and reporting processes.

The role involves evaluating new products for risk, maintaining strict controls, and producing regulatory reports for ALCO and BOD.