Asset Liability Analyst

4 days ago


Manila, National Capital Region, Philippines ING Full time

About the Role

We are seeking a highly skilled Business Analyst to join our ALM team. As a Business Analyst, you will play a key role in supporting the development of the ALM platform and investigating issues related to QRM.

Key Responsibilities

  • You will provide second-line support for monthly processes.
  • You will investigate queries from ING entities and recommend solutions.
  • You will implement location-specific requirements onto QRM, providing descriptions of changes and test evidence.
  • You will ensure the accuracy of IRRBB metrics.
  • You will foster automation of existing processes.

Requirements

  • You have strong knowledge of risk management methodology.
  • You can break down NPV and NII measures into risk factors.
  • You have 3+ years of experience within ALM and/or Interest Rate Risk Management.
  • You have good working knowledge of ALM software (e.g., QRM, Fusion Risk, OneSumX, Moody's Analytics).
  • You are knowledgeable about approaches to model banking book products (mortgages, savings, current accounts).
  • You have experience with SQL, Power BI, and VBA.
  • You possess IT affinity.
  • Experience in Agile (Scrum) way of working is preferred.
  • You have strong communication skills and can liaise with stakeholders like local risk management departments, finance, data teams, UAT teams, and model developers.
  • You are a team player and problem-solver.
  • You enjoy working in an international environment.
  • You are proactive and eager to learn.

Qualifications

  • You hold a Bachelor's or Master's degree in econometrics, mathematics, economics, or similar quantitative study.
  • You have 5+ years of experience in the Finance industry (bank or insurance company).
  • You have 5+ years of experience in Market Risk/Asset Liability Management.
  • Certification is a plus (CFA level 1, FRM).
  • You are highly proficient in English.
  • You are willing to work in Makati City.
  • You are willing to work in a hybrid setup (30% onsite).
  • You are willing to be flexible with your shift (day/mid-shift).


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