Market Risk Analyst

8 hours ago

Makati City, National Capital Region, Philippines RCBC Full time ₱1,500,000 - ₱2,500,000 per year

The Market Risk Analyst will be responsible in evaluating and overseeing the market risk within the Bank's trading portfolio. Responsibilities include conducting risk analysis, implementing stress testing procedures, developing and executing market risk models and methodologies and facilitating projects and process enhancements within the Market Risk team.

MAJOR RESPONSIBILITIES:

General Market Risk

  1. Play a key role in the identification, measurement, control and monitoring of market risks on Treasury accounts.
  2. Recommend and support the implementation of improvements in risk measurement, identification, control and monitoring processes.
  3. Monitor risk sensitivities and exposures such as DV01, Value-at-Risk, position exposures, country risk, and credit risk against their respective limits.
  4. Analyze and recommend market risk limits based on proposals submitted by the Treasury Group.

Stakeholder Management

  1. Prepare weekly and monthly market risk reports for Senior Management and Board-Level Committees, (e.g. ALCO and ROC).
  2. Recommend valuation procedures for Treasury Operations' mark-to-market activities and propose revisions when necessary.
  3. Assist the Treasury Group with market risk related inquiries.
  4. Provide consultancy services to other units of the Bank on market risk-related topics, projects and process automations.

Regulatory and Audit

  1. Contribute to the development of solutions addressing findings from BSP's Reports of Examination related to market risk.
  2. Maintains up-to-date knowledge of Bank and BSP policies particularly those stipulated in the Anti-Money Laundering and Terrorist Financing Prevention Program (MLPP) through circulars and required training.
  3. Actively participate in the internal and external audit activities relevant to the market risk function.

Others:

  1. Gather system project requirements, coordinate with vendors, conduct system testing, support implementation and oversee related project activities.
  2. Perform tasks assigned by the Risk Oversight Committee, Chief Risk Officer, Division Head or Department Head.
  3. Act as a designated backup for the Market Risk Analyst during their absence.

Qualifications:

  • Bachelor's or advanced degree in a related field including Finance, Economic, Business Engineering, Mathematics or other related fields.
  • With thorough knowledge of treasury products, derivatives, mathematical applications, basic accounting, and good knowledge of other risk areas – operations risk and credit risk
  • Prior experience in Treasury and/or Risk Management with focus on Market Risk
  • Strong data analysis and visualization skills as well as proficiency in Excel, SQL and/or other programming languages like R and Python
  • Resourcefulness in acquiring tools and resources for valuations, limit setting and analyzing complex products
  • Experienced in utilizing Bloomberg terminals for comprehensive financial data gathering and analysis

  • Risk Analyst

    10 hours ago

    Makati City, National Capital Region, Philippines Strategic Staffing Solutions Full time ₱1,200,000 - ₱2,400,000 per year

    STRATEGIC STAFFING SOLUTIONS (S3)Position: Cybersecurity Controls/Risk AnalystWork Set-Up: Hybrid (2x per week RTO in Ayala, Makati)Office Location:Ayala, Makati CitySchedule:Night Shift ManilaTheControls/Risk Analystis responsible for providing guidance on tools to measure and manage risk, identify/mitigate threats, and protect against unauthorized...

  • IT Risk Analyst

    9 hours ago

    Makati City, National Capital Region, Philippines Chevron Full time ₱900,000 - ₱1,200,000 per year

    Total Number of Openings5The Cybersecurity Risk Analyst position is responsible for assessing risks, analyzing cyber threats, and assisting in preventing cyber-attacks before they occur. They provide guidance on tools to measure and manage risk, identify/mitigate threats, and protect against unauthorized disclosure of confidential information. Risk Analysts...

  • IT Risk Analyst

    11 hours ago

    Makati City, National Capital Region, Philippines Chevron Full time ₱1,500,000 - ₱2,500,000 per year

    Total Number of Openings5Develop and maintain the cybersecurity strategy, policies and risk management processes to ensure that the organization effectively secures Chevron's operations.The Cybersecurity Risk Analyst position is responsible for assessing risks, analyzing cyber threats, and assisting in preventing cyber-attacks before they occur. They provide...

  • Risk Analyst

    1 week ago

    Makati City, National Capital Region, Philippines APEX Global Learning and ECC International Full time ₱240,000 - ₱360,000 per year

    Join our team as a Risk Analyst and play a key role in strengthening our organization's resilience. You will work closely with the Delivery Head to identify, assess, and mitigate risks that impact our business. This role offers the opportunity to develop expertise in global standards, engage with diverse stakeholders, and contribute directly to shaping...

  • Risk Analyst

    1 week ago

    Makati City, National Capital Region, Philippines Private Advertiser Full time ₱900,000 - ₱1,200,000 per year

    The Risk Advisor (Analyst) will Focus on Customer Due Diligence (CDD) Activities which Includes Customer Due Diligence, Enhanced Customer Due Diligence, and Ongoing Customer Due Diligence. The Risk Advisor (Analyst) will Perform Credit and Fraud Check(s) on New Merchant(s) and Assign the Proper Compliance Risk and Credit Risk Level, thereby preventing the...

  • Risk Analyst

    1 week ago

    Makati City, National Capital Region, Philippines ECLARO Full time ₱900,000 - ₱1,200,000 per year

    Job Summary: The Risk Advisor (Analyst) will Focus on Customer Due Diligence (CDD) Activities which Includes Customer Due Diligence, Enhanced Customer Due Diligence, and Ongoing Customer Due Diligence. The Risk Advisor (Analyst) will Perform Credit and Fraud Check(s) on New Merchant(s) and Assign the Proper Compliance Risk and Credit Risk Level, thereby...

  • Market and Liquidity Risk Analyst

    1 week ago

    Makati City, National Capital Region, Philippines John Clements Consultants, Inc. Full time ₱1,200,000 - ₱2,400,000 per year

    Job SummaryOperational 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...

  • Risk Analyst

    2 days ago

    Makati City, National Capital Region, Philippines The Bistro Group Full time ₱900,000 - ₱1,200,000 per year

    Qualifications:Graduate of Finance, Economics, Statistics, Risk Management, or related field2-5 years of experience in risk analysis, financial modeling, or complianceAdvanced proficiency in Excel/Google Sheets (formulas, pivot tables, and modeling)Exceptional analytical skills, proficiency in risk modeling tools, and familiarity with risk management...

  • Operational Risk Analyst/Consultant

    1 week ago

    Makati City, National Capital Region, Philippines Indra Full time ₱960,000 - ₱1,200,000 per year

    NOTE: We are looking to fill junior and mid-senior rolesThe Non-Financial Risk Senior/Analyst will design and implement non-financial risk frameworks for a major client project. This includes Business Continuity Planning (BCP), RCSA, Internal Controls, and Audit Program development, focusing on policy and framework creation.Key ResponsibilitiesDevelop and...

  • Risk Analyst

    1 week ago

    Quezon City, National Capital Region, Philippines MicroSourcing Full time $40,000 - $60,000 per year

    Discover your 100% YOU with MicroSourcingPosition:Risk Analyst (Intermediate)Location:1880 Bldg., Eastwood, Quezon CityWork setup & shift:Onsite | DayshiftWhy join MicroSourcing?You'll HaveCompetitive Rewards: Enjoy above-market compensation, healthcare coverage on day one (plus one or more dependents), paid time-off with cash conversion, group life...