Market Risk Professional (Bank)

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 (30% onsite)

Industries:Human Resources

Function: Accounting and Finance