Market Risk Officer
UCPB
Makati, Philippines
3d ago
  • Responsible in monitoring the approved Market Risk Limits vis-à-vis utilization based on back office daily reports, MLS and KGR systems.
  • Also responsible in the preparation of liquidity reports.

  • Responsible for generation and verification of end of day reports in Kondor systems. Also responsible in the verification of Capital Adequacy Ratio (CAR) report for submission to BSP.
  • Knowledge in Treasury and Treasury Operations and various market risk methodologies, i.e. Value at Risk, MCO & EAR, etc.
  • Familiarity with BSP rules and regulations.
  • Basic statistics / math / business course
  • Ability to work independently with minimum supervision and display creativity, demonstrate initiative.
  • Ability to prepare required reports at the shortest possible time. Ability to work under pressure and cope with deadlines.
  • Ability to interact harmoniously with other business and support units, internal and external auditors, etc.
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