Risk Officer (Market and Liquidity Risk)

What youll do:

As a Risk Officer Market and Liquidity based in Manila with a hybrid work setup, you will play an integral role in identifying potential threats to the organisations financial stability. Your day-to-day activities will involve monitoring complex market movements across trading activitiessuch as interest rate fluctuations or foreign exchange volatilityand analysing their impact using sophisticated quantitative tools. You will conduct rigorous stress tests on interest rate scenarios while evaluating underlying behavioural assumptions that affect the balance sheet. By preparing insightful reports for senior leaders and committees, you will help shape strategic decisions that protect the banks interests. Your expertise will also be crucial in refining existing policies so they remain resilient amid changing regulatory landscapes. Success in this position requires not only technical proficiency but also strong interpersonal skills for effective collaboration with various teams.

• Independently identify, measure, monitor, and report market and liquidity risks across both Trading and Banking Books using advanced metrics such as Value at Risk (VaR), stressed VaR, and sensitivity analysis.
• Conduct comprehensive market risk back-testing, stress testing, and exception analysis while escalating limit breaches and model issues according to governance requirements.
• Measure and monitor Interest Rate Risk in the Banking Book (IRRBB) through earnings-based and economic value-based methodologies including Earnings at Risk (EaR) and Delta Economic Value of Equity (Delta EVE) assessments.
• Perform interest rate stress testing and scenario analysis by evaluating behavioural assumptions as well as structural balance sheet risks.
• Assess liquidity risk across on- and off-balance sheet exposures by preparing cash flow projections, funding concentration analyses, Minimum Cumulative Outflow (MCO), Liquidity Coverage Ratio (LCR), and Net Stable Funding Ratio (NSFR) metrics.
• Evaluate market and liquidity risk exposures against approved risk appetite limits and regulatory requirements, escalating material breaches or emerging concerns as appropriate.
• Prepare detailed risk reports and dashboards for Senior Management and Risk Committees to support informed decision-making.
• Support ongoing enhancement of market and liquidity risk policies, frameworks, procedures, ensuring they remain robust and compliant with evolving regulations.
• Collaborate closely with internal stakeholders including Treasury, Finance, Audit, Compliance, and other business units to ensure effective communication of risk matters.
• Contribute to special projects or initiatives aimed at strengthening the overall risk management framework.

What you bring:

To excel as a Risk Officer Market and Liquidity you should bring proven experience from previous roles focused on financial risk oversightparticularly those involving market or liquidity exposures within banking environments. Your academic background equips you with foundational knowledge while hands-on exposure enables you to apply advanced methodologies confidently. You are adept at synthesising large volumes of data into actionable insights that inform prudent decision-making. Your interpersonal strengths allow you to communicate complex concepts clearly across different audiencesfrom technical peers through to executive leadershipwhile building trust through reliability and transparency. A commitment to upholding ethical standards underpins everything you this ensures compliance with both internal policies as well as external regulations. Your ability to collaborate seamlessly with colleagues from diverse backgrounds further enriches the collective expertise of the team.

• A bachelors degree in Finance, Economics, Accounting, Mathematics or any related discipline is required for this position.
• At least three to five years of relevant experience in market risk management, liquidity risk assessment, IRRBB analysis, treasury risk functions or similar roles within financial services is essential.
• A thorough understanding of market risk methodologiesincluding VaR calculationsliquidity measurement techniques such as LCR/NSFR/MCO metrics, stress testing protocols, risk appetite frameworks as well as local regulatory requirements is necessary.
• Familiarity with fixed income products, foreign exchange instruments, derivatives markets along with balance sheet management practices is highly valued.
• Exceptional analytical abilities are needed for interpreting complex data sets while maintaining high attention to detail throughout all reporting processes.
• Excellent communication skills are vital for presenting findings clearly to senior stakeholder management experience is advantageous.
• Demonstrated professionalism coupled with strong ethical standards ensures integrity when handling sensitive information or escalating critical issues appropriately.
• Proficiency in preparing dashboards or visual presentations using Excel or similar tools enhances your effectiveness in conveying key messages succinctly.
• Experience working collaboratively within cross-functional teams fosters a supportive environment where knowledge sharing thrives.

What sets this company apart:

Whats next:

If you are ready to elevate your career within a reputable financial institution that values your expertise in market and liquidity risk management then this is your momentseize it now!

Apply today by clicking on the link take the first step towards joining an inspiring team where your talents will be recognised and nurtured.