Financial Institution Risk Management Expert

5 days ago


Makati City, National Capital Region, Philippines Philippine Bank of Communications (PBCOM) Full time

**Role Description**

The Treasury Risk Officer 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 the ICAAP document.
  • Supporting the development of treasury risk reports presented to ALCO.

**Responsibilities**

  • Preparing weekly treasury risk reports presented to ALCO, including RBCAR/CET1 limit compliance, unimpaired capital, and SBL position.
  • Performing monthly estimations of the Bank's Interest Rate Risk (EaR and EVE) and liquidity risk (MCO).
  • Conducting monthly stress testing of the Bank's EaR, EVE, and MCO profile.
  • Leading the completion of quarterly industry benchmarking of key performance indicators.
  • Assisting in the completion of reports covering Interest Rate Risk and Liquidity Risk profiles for ALCO and ROC.

**Requirements**

  • Graduate of any business-related course.
  • Relevant certifications are a plus (CFA, FRM, etc.).
  • Experience in performing VaR calculations, re-pricing gap, and maturity gap.
  • Proficient in MS Office applications.
  • Excellent written and oral communication skills.
  • Strong analytical and critical thinking skills.

**Why Join Us**

We offer a dynamic work environment, opportunities for growth and development, and a competitive compensation package.



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