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Treasury Risk Specialist

2 weeks ago


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

At Philippine Bank of Communications (PBCOM), we are seeking a highly skilled Treasury Risk Specialist to join our team.

Job Summary

The successful candidate will be responsible for identifying, assessing, monitoring, and controlling liquidity risk and interest rate risk in the banking book.

Key Responsibilities:

  • Assist the MRM Team Head in completing and delivering the ICAAP document, covering risks related to interest rate and liquidity.
  • Perform weekly treasury risk reports for ALCO, including RBCAR/CET1 limit compliance, unimpaired capital, and SBL position.
  • Estimate monthly Interest Rate Risk (EaR and EVE) and liquidity risk (MCO).
  • Conduct monthly stress testing of the Bank's EaR, EVE, and MCO profile.

Requirements:

  • Bachelor's degree in analytical or business-related field.
  • Cumulative experience in Market Risk Management, Treasury, and Asset Liability Management (1-3 years).
  • Familiarity with VaR calculations, Re-pricing Gap, and Maturity Gap is a plus.
  • Analytical and Critical Thinking skills.
  • Excellent Written and Oral Communication Skills.