Risk Analyst - Market and Liquidity
Security Bank Corporation
Makati, Makati, Philippines
6d ago

About Security Bank

We are the Philippines’ largest independent bank, having won countless awards over the years, including one of Euromoney's most prestigious industry awards in 2021 Best Bank in the Philippines.

We’re changing how people bank. From the moment customers enter our branches to their experience online, we make them feel valued and empowered.

Now, with more than 300 branches spanning the country, BetterBanking has become the gold standard in improving the banking lives of millions of Filipinos.

But we’re far from done.

In our constant pursuit of excellence and improvement, we create teams that support our business and each other.

The Role

As a Risk Analyst , you will identify and monitor market and liquidity risk exposures in the Parent Bank Treasury as well as the subsidiaries.

You are expected to analyze on regular basis Treasury's risk exposures and to report any limit breaches.

How you'll contribute

  • Consolidates via a regular report the bank's market and liquidity risk exposures from various risk systems (Guava and OneSumX) to update traders and management.
  • Tracks the movements in balance sheet accounts using data from Corplan or bank systems to explain variability in liquidity or re-pricing gaps, and income.
  • Escalates limit breaches and analyses of causes to his supervising officers to observe and enforce the established protocol in the handling of limit breaches.
  • Pitch-in for Division Head in ALCO or ROC reporting in case of his non-availability.
  • Engages and validates with the traders deals that go beyond regular market price bands to ensure that transactions are done at fair market levels.
  • Analyzes market rate trends via graphs and statistical measures of central tendency or variability to explain changes in profit or loss, value-at-risk, or composition of balance sheet.
  • Measures market and liquidity risk exposures using risk engines and risk measures to compare exposures versus approved limits.
  • Investigates sudden changes in risk measures by reviewing historical data to make traders understand.
  • What we’re looking for

  • Bachelor's Degree in Computer / Telecommunication, Industrial, Computer Science / Information Technology, Mathematics / Statistics, Business Studies / Administration / Management, Commerce, Economics, Finance / Accountancy / Banking
  • At least 2 years experience in Risk Management
  • Chartered Financial Analyst (CFA), Treasury Certification, Financial Risk Management Certification is preferred
  • Knowledge of Global Financial Markets and Instruments
  • Basic understanding of macroeconomics
  • Understanding of Risk Systems architectures (databases, operating systems, risk calculation engines)
  • Ability to write and speak clearly and succinctly; Interpersonal Skills to deal with all kinds and levels of people in the organization
  • Ease with numbers and systems; Ability to relate numbers to business concepts and macroeconomic environment
  • LI-Hybrid

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