Market and Liquidity Risk Analyst

1 day ago

Makati City, National Capital Region, Philippines John Clements Consultants, Inc. Full time $90,000 - $120,000 per year

Job Summary

Operational background in ALM – Market Risk Management, preferably from the banking sector, but not focused on reporting. The role emphasizes hands-on ALM operations rather than report generation or financial reporting. Must have strong knowledge of ALM concepts such as Interest Rate Risk in the Banking Book (IRRBB), Net Present Value (NPV), and Net Interest Income (NII). Experience in hedging or replication, stress testing, and Monte Carlo simulations is required, along with proficiency in SQL.

Key Responsibilities

  • Single point of contact for risk managers from various company entities around the globe,
  • Second line support for monthly processes,
  • Investigation to address queries from company entities & solution recommendation,
  • Implementation of location specific requirements onto QRM (risk computation software), providing description of change and test evidence,
  • Safety guardian of the IRRBB metrics,
  • Foster automation of existing processes

Key Capabilities/Experience

  • Strong knowledge of risk management methodology
  • Ability to break down NPV and NII measures into risk factors
  • 3+ years of experience within Asset and Liability Management (ALM) and/or Interest Rate Risk Management
  • With good working knowledge of any ALM software (i.e., QRM, Fusion Risk, OneSumX, Moody's Analytics)
  • Knowledgeable on approaches to model the banking book products (mortgages, savings, current accounts)
  • Experience with SQL Power BI, and VBA,
  • IT affinity
  • Experience in Agile (Scrum) way of working is preferred.
  • Strong communication skills and like to liaise with stakeholders such as local risk management departments, finance, data teams, UAT team, and model developers
  • Enjoys working in an international team and environment

Minimum Qualifications

  • Bachelor's or master's degree in econometrics, mathematics, economics, or similar quantitative study
  • 3+ years in Finance industry (Bank or insurance company)
  • 3+ years experience in Market Risk/Asset and Liability Management
  • Certification is a plus (CFA level 1, FRM)
  • Highly proficient in English
  • Willing to work in One Ayala Tower, Makati City
  • Wiling to work in a hybrid setup (1-2days/week onsite)
  • Willing to be flexible with shift (day/mid-shift)

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