Market and Liquidity Risk Management Specialist
4 weeks ago
Market and Liquidity Risk Management Specialist
Cobden & Carter International is seeking a highly skilled Market and Liquidity Risk Management Specialist to join our team.
Key Responsibilities:
- Measure, monitor, and analyze liquidity and funding risks of the bank through internal liquidity risk metrics.
- Highlight and escalate matters pertaining to branch liquidity and funding risks under internal liquidity risk metrics.
- Monitor internal liquidity risk metrics regularly to ensure risks undertaken are within risk appetite.
- Prepare internal liquidity risk reports in compliance with approved policy and procedures.
- Provide regular and timely reports, analysis, and assessment of the bank's liquidity risk positions.
- Ensure risk appetite framework, limits, and controls for IRRBB and Liquidity Risk are aligned with the Group.
- Provide insightful forward-looking view of salient ALM risk issues.
- Assess and manage liquidity risk to ensure the bank has enough liquid assets to meet short-term obligations.
- Conduct stress testing to evaluate how adverse scenarios might impact the bank's liquidity and financial stability.
- Monitor asset and liability composition to optimize risk-return profile.
- Maintain the bank's Contingency Funding Plan (CFP) Policy according to the Group's Framework.
- Coordinate with Treasury and stakeholders in testing the CFP.
- Monitor the bank's Early Warning System (EWS) to detect liquidity risk arising from bank-specific or macroeconomic events.
- Ensure compliance with regulatory requirements related to liquidity risk management.
- Prepare regulatory reports such as Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR).
Qualifications:
- 7+ years of experience in Market and Liquidity Risk within Banking/financial Technology and Services industries.
- MBA is a plus.
- Knowledgeable and with deep understanding of banking policies, procedures, and regulations.
- Demonstrated leadership ability with excellent interpersonal and communication skills.
Work Setup:
Hybrid (3X onsite per week)
BGC, Taguig PH
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