Asset Liability Risk Management Officer
7 days ago
4 days ago Be among the first 25 applicants
Direct message the job poster from Philippine Bank of Communications (PBCOM)
HR Officer - Recruitment | Philippine Bank of Communications (PBCOM)Job Summary
- The Asset Liability Risk Management Officer assists the MRM Team Head in identifying, assessing, monitoring, and controlling liquidity risk and interest rate risk in the banking book.
- Recommends liquidity risk and interest rate risk in the banking book management policies.
- Supports the MRM Head in the completion and delivery of the ICAAP document, mostly covering risks related to interest rate and liquidity.
Duties and Responsibilities
- Weekly completion of the treasury risk reports presented to ALCO which include RBCAR/CET1 limit compliance, unimpaired capital and SBL position, compliance to internal and external liquidity risk limits.
- Perform monthly estimation of the Bank's Interest Rate Risk (EaR and EVE) and liquidity risk (MCO).
- Perform monthly stress testing of the Bank's EaR, EVE, and MCO profile.
- Perform quarterly industry benchmarking of key performance indicators (i.e. Asset Size, Capital, ROE, RBCAR, CET1, NPL).
- Lead the completion of reports covering Interest Rate Risk and Liquidity Risk profiles to the ALCO & ROC.
- Support the completion of ICAAP covering Interest Rate Risk and Liquidity Risk.
- Support the completion of the annual audit of the Financial disclosures covering the Bank's Interest Rate Risk and Liquidity Risk.
- Support policy review and development for items related to Interest Rate Risk and Liquidity Risk.
- Serve as the "checker" for the outputs of the Treasury and Trust Risk Management Officer.
Qualifications
- Bachelor's degree in any analytical or business related course. Relevant certifications (e.g. CFA, FRM, etc.) are a plus.
- 1-3 years of cumulative experience in Market Risk Management, Treasury, and Asset Liability Management.
- Preferably with experience in performing VaR calculations, Re-pricing Gap, and Maturity Gap.
- Analytical and Critical Thinking.
- Excellent Written and Oral Communication Skills.
Not Applicable
Employment typeFull-time
Job functionFinance and Sales
IndustriesBanking
#J-18808-Ljbffr-
Asset Liability Risk Management Officer
3 days ago
Makati City, National Capital Region, Philippines Philippine Bank of Communications (PBCOM) Full timeJob SummaryThe Asset Liability Risk Management Officer assists the MRM Team Head in identifying, assessing, monitoring, and controlling liquidity risk and interest rate risk in the banking book.Recommends liquidity risk and interest rate risk in the banking book management policies.Supports the MRM Head in the completion and delivery of the ICAAP document,...
-
Asset Liability Risk Management Officer
7 days ago
Makati City, National Capital Region, Philippines Philippine Bank of Communications (PBCOM) Full timeThe Asset Liability Risk Management Officer assists the MRM Team Head in identifying, assessing, monitoring, and controlling liquidity risk and interest rate risk in the banking book.Responsibilities:Recommends liquidity risk and interest rate risk in the banking book management policies.Supports the MRM Head in the completion and delivery of the ICAAP...
-
Asset and Liability Officer
7 days ago
Makati City, National Capital Region, Philippines Philippine Bank of Communications (PBCOM) Full timeKey ResponsibilitiesThe Asset Liability Risk Management Officer is responsible for identifying, assessing, monitoring, and controlling liquidity risk and interest rate risk in the banking book.Provides support to the MRM Team Head in identifying and assessing liquidity risk and interest rate risk in the banking book.Develops and recommends policies for...
-
Makati City, National Capital Region, Philippines Philippine Bank of Communications (PBCOM) Full time**Job Summary**The Asset and Liability Risk Management Specialist works closely with the MRM Team Head to identify, assess, monitor, and control liquidity risk and interest rate risk in the banking book.This role involves recommending policies for managing liquidity risk and interest rate risk in the banking book.The specialist supports the MRM Head in...
-
Asset and Liability Analyst
3 days ago
Makati City, National Capital Region, Philippines ING Hubs Philippines Full timeAbout the RoleWe are looking for a highly skilled Business Analyst to join our ALM Services Team. As a key member of this team, you will be responsible for ensuring that our asset and liability management processes are running smoothly and efficiently.The ideal candidate will have a strong background in ALM and/or interest rate risk management, with a proven...
-
Asset Risk Management Specialist
7 days ago
Makati City, National Capital Region, Philippines Philippine Bank of Communications (PBCOM) Full timeJob DescriptionThe Asset Liability Risk Management Officer is a key member of the MRM Team, assisting the Head in identifying, assessing, monitoring, and controlling liquidity risk and interest rate risk in the banking book.Develops and implements policies to manage liquidity risk and interest rate risk in the banking book.Supports the MRM Head in completing...
-
Quantitative Risk Manager
3 days ago
Makati City, National Capital Region, Philippines ING Hubs Philippines Full timeAbout the CompanyING Hubs Philippines is a leading provider of asset and liability management services. We are committed to delivering high-quality solutions that meet the needs of our clients and help them achieve their strategic objectives.We are seeking a qualified Business Analyst to join our ALM Services Team. This role involves collaborating with...
-
Risk Management Officer
7 days ago
Makati City, National Capital Region, Philippines Philippine Bank of Communications (PBCOM) Full timeJob SummaryWe are seeking an experienced Asset Liability Risk Management Officer to join our team. The successful candidate will assist the MRM Team Head in managing liquidity risk and interest rate risk in the banking book.Assists in developing and implementing policies to manage liquidity risk and interest rate risk in the banking book.Supports the MRM...
-
Makati City, National Capital Region, Philippines Philippine Bank of Communications (PBCOM) Full time**Role Overview**The Treasury Risk Officer for Banking Book is responsible for identifying, assessing, monitoring, and controlling liquidity risk and interest rate risk in the banking book.Developing and implementing policies for managing liquidity risk and interest rate risk in the banking book.Working closely with the MRM Team Head to complete and deliver...
-
Treasury and Risk Management Professional
7 days ago
Makati City, National Capital Region, Philippines Philippine Bank of Communications (PBCOM) Full timeResponsibilitiesAs an Asset Liability Risk Management Officer, your primary responsibility will be to assist the MRM Team Head in managing liquidity risk and interest rate risk in the banking book.Develops and implements policies to manage liquidity risk and interest rate risk in the banking book.Supports the MRM Head in completing and delivering the ICAAP...
-
Treasury Risk Management Specialist
7 days ago
Makati City, National Capital Region, Philippines Philippine Bank of Communications (PBCOM) Full timeJob DescriptionThe Asset Liability Risk Management Officer plays a crucial role in ensuring the bank's liquidity and interest rate risk are effectively managed.Assists the MRM Team Head in identifying, assessing, monitoring, and controlling liquidity risk and interest rate risk in the banking book.Recommends policies for managing liquidity risk and interest...
-
Risk Management Professional
7 days ago
Makati City, National Capital Region, Philippines Philippine Bank of Communications (PBCOM) Full timeRole SummaryThe Asset Liability Risk Management Officer is an integral part of the team responsible for managing the bank's liquidity and interest rate risk.Works closely with the MRM Team Head to identify, assess, monitor, and control liquidity risk and interest rate risk in the banking book.Develops and implements strategies to manage liquidity risk and...
-
Risk Computation Specialist
3 days ago
Makati City, National Capital Region, Philippines ING Hubs Philippines Full timeJob OverviewING Hubs Philippines is seeking a qualified Business Analyst to join our ALM Services Team. This role involves collaborating with cross-functional teams to identify areas for improvement in our asset and liability management processes and developing strategies to mitigate risk and ensure compliance with regulatory requirements.The ideal candidate...
-
Asset Management Officer
2 days ago
Quezon City, National Capital Region, Philippines Dempsy Resource Management Inc. Full timeAt Dempsy Resource Management Inc., we are seeking a highly skilled Asset Management Officer to join our team. The ideal candidate will have experience in Facilities and Fixed Assets Management and Vehicle/Fleet Management.Key ResponsibilitiesMaintain and improve the company's asset management system.Ensure effective fleet management and maintenance.Conduct...
-
ALM Risk Management Expert
3 days ago
Makati City, National Capital Region, Philippines ING Hubs Philippines Full timeJob DescriptionThe Asset and Liability Management (ALM) Tribe at ING Hubs Philippines is seeking a Customer Journey Expert to join our team. As a Business Analyst, you will play a crucial role in having a deeper understanding of the QRM, investigating issues and explaining the figures in the system.This role requires strong knowledge of risk management...
-
Asset Management Officer
7 days ago
Makati City, National Capital Region, Philippines RCBC Full timeAbout the CompanyRizal Commercial Banking Corporation (RCBC) is one of the leading private domestic banks in the Philippines, providing a wide range of financial services to its customers.We pride ourselves on our commitment to innovation, quality, and excellence, and are constantly looking for ways to improve our services and exceed our customers'...
-
Banking Treasury Manager
7 days ago
Makati City, National Capital Region, Philippines Philippine Bank of Communications (PBCOM) Full timeCore ResponsibilitiesThe Asset Liability Risk Management Officer has the responsibility of managing the bank's liquidity and interest rate risk.Provides analytical support to the MRM Team Head in identifying and assessing liquidity risk and interest rate risk in the banking book.Develops and recommends policies for managing liquidity risk and interest rate...
-
Office Asset Coordinator
7 days ago
Makati City, National Capital Region, Philippines Neksjob Corporation Full timeNeksjob Corporation is seeking a highly organized and detail-focused Office Asset Coordinator to join our team. In this role, you will be responsible for managing our office supplies, assets, and inventory, ensuring that all assets are properly tracked and maintained.Responsibilities:Process approved requests for office supplies and assetsTag, scan, and...
-
Risk Management Officer
3 weeks ago
Makati City, National Capital Region, Philippines WHR Global Consulting Full timePosition Title : RISK MANAGEMENT OFFICERDepartment : Audit and ComplianceReports to : Audit and Compliance HeadMAIN PURPOSE OF THE JOB:The Risk Management Officer is responsible to identify risk through systematic risk assessment, developand communicate risk management policies and implement risk mitigation strategies within theorganization.SPECIFIC DUTIES...
-
Risk Management Officer
4 weeks ago
Makati City, National Capital Region, Philippines WHR Global Consulting Full timeDepartment : Audit and ComplianceReports to : Audit and Compliance HeadMAIN PURPOSE OF THE JOB:The Risk Management Officer is responsible to identify risk through systematic risk assessment, develop and communicate risk management policies and implement risk mitigation strategies within the organization.SPECIFIC DUTIES AND RESPONSIBILITIES:Credit Risk1. Risk...