Market and Liquidity Risk Management Specialist

4 weeks ago


Taguig, National Capital Region, Philippines Cobden & Carter International Full time

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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