Liquidity and Interest Rate Risk Analyst

4 weeks ago


Metro Manila Philippines Insular Life Assurance Co., Ltd. Full time

As a Liquidity and Interest Risk Analyst, you will play a vital role in monitoring and managing the company's liquidity and interest rate risk exposure, ensuring that our investment portfolio aligns with our financial objectives and regulatory requirements. Key Responsibilities Liquidity Analysis Monitor and analyze the company's cash flows to ensure adequate liquidity for policyholder obligations and investment needs. Develop and maintain liquidity stress testing models to assess the impact of various scenarios on liquidity positions. Collaborate with treasury and asset management teams to optimize cash flow management strategies. Interest Rate Risk Management Evaluate and manage the company's exposure to interest rate risk in the investment portfolio. Perform interest rate risk modeling and stress testing to assess the impact on assets and liabilities under different rate scenarios. Recommend and implement strategies to mitigate interest rate risk, including duration management and asset-liability matching. Regulatory Compliance Ensure compliance with relevant regulatory guidelines and requirements related to liquidity and interest rate risk management. Prepare and submit reports to regulatory authorities as needed. Portfolio Analysis Conduct in-depth analysis of the investment portfolio, assessing the impact of investment decisions on liquidity and interest rate risk. Provide insights and recommendations on investment strategies and asset allocation. Reporting and Documentation Prepare comprehensive reports and presentations on liquidity and interest rate risk analysis for senior management and board meetings. Maintain accurate records of risk assessments and actions taken. Research and Market Monitoring Stay informed about market trends, economic developments, and regulatory changes affecting liquidity and interest rate risk. Conduct research to identify emerging risks and opportunities. Ideal Candidate Bachelor's degree in Finance, Economics, or a related field (Master's degree or CFA designation preferred). 3+ years of experience in risk analysis, with a focus on liquidity and interest rate risk in the financial industry. Strong analytical and quantitative skills, including proficiency in financial modeling. Knowledge of regulatory requirements related to liquidity and interest rate risk management. Excellent communication skills, with the ability to convey complex concepts to both technical and non-technical stakeholders. Proficiency in relevant software tools and systems. #J-18808-Ljbffr


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