Asset and Liability Risk Management Risk Analyst
3Owl Management Inc
Makati, National Capital Region, Philippines
2d ago

Asset and Liability Risk Management Risk Analyst Will report to Risk Management Department Head Job Description Monitor the company’s market and liquidity risk exposures against approved thresholds to ensure adherence to set risk appetite as prescribed in the framework and policies.

Observing limits usage and for any excesses which are reflected in the periodic generated reports that present analysis and any findings / issues that surfaced.

Primarily liaises with Treasury Division (front office) to secure its action plans on any breaches in the limit or on liquidity issues as a result of performance of stress testing.

Requires model variation exercises for Market and Liquidity Risk Management, assessment of risk management systems, independent validation (e.

g. hedge effectiveness testing) and research. Ensures that the company is safeguarded from any or further losses emanating from interest rate and liquidity risks.

Duties and Responsibilities Provide independent effective challenge to the treasury function in the management of liquidity risk and balance sheet market risk (e.

g. hedge effectiveness testing, etc.) Support the review, preparation, submission, and disclosures relating to regulatory market & liquidity standards, e.

g. Interest Rate Risk in the Balance Sheet Perform the review of internal risk methodologies (e.g. Maximum Cumulative Outflow, Earnings-at-Risk) and the setting of risk appetite / control thresholds Support ad-hoc regulatory and internal stress testing exercises that involve liquidity and balance sheet market risk considerations Support the preparation of market and liquidity risk updates to Senior Management and Risk Oversight Committee / Board Participate in User Acceptance Test (UAT) exercises arising from system / risk engine changes to ensure liquidity and balance sheet market risk remains properly captured under risk metrics Perform all other related duties as may be assigned by the Head from time to time Qualifications Candidate must be a college graduate of any business course.

At least one (1) working experience as Market Risk Management Analyst. Willing to work in Makati City. . Skillset Required : Visio, Treasury, Aris, Perl, Methodologies

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