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Open nowFirst seen 5 days ago

Market and Liquidity Risk Manager

Cobden & Carter International1,048 open roles

Where
Taguig, Metro Manila, Philippines
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Your applicationOpen nowMarket and Liquidity Risk ManagerCobden & Carter International · Taguig, Metro Manila, Philippines
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The clock on this job

Early applications get read.

12.3% of postings close within 7 days. Measured by our own scanner across the market. Cobden & Carter International postings stay open a median of 1 days.

Share of postings closed within
  1. 2.1%1 day
  2. 4.5%3 days
  3. 12.3%7 days
  4. 19.7%14 days
  5. 35.6%30 days
  6. 58.0%60 days
This job: first seen 5 days ago

Cobden & Carter International median: 1 days open

The posting

Market & Liquidity Risk Manager (Digital Bank)

Our client is one of the leading, trusted, and innovative Digital Banks in the country.

Responsibilities:

  • To properly measure, monitor and analyze liquidity and funding risks of the bank primarily through the internal liquidity risk metrics
  • To highlight and escalate all matters pertaining to the Branchs liquidity and funding risks under the internal liquidity risk metrics.
  • Monitor the internal liquidity risk metrics regularly to ensure that risks undertaken are within the risk appetite. Escalate triggers / breaches in accordance with the Banks escalation procedure.
  • Ensures that internal liquidity risk reports are prepared in compliance with approved policy and procedures.
  • Provide regular and timely reports, analysis, and assessment of the banks liquidity risk positions in accordance with the established SLAs. Regulatory submission timelines must be met at all times.
  • To ensure risk appetite framework, limits, and controls for IRRBB and Liquidity Risk are aligned with the Group, as applicable.
  • To provide insightful forward-looking view of the salient ALM risk issues Liquidity Risk Management
  • Assess and manage liquidity risk, ensuring that the Bank has enough liquid assets to meet its short-term obligations.
  • Conduct stress testing to evaluate how various adverse scenarios might impact the Banks liquidity and financial stability.
  • Monitoring of the composition of the banks asset portfolio (e.g., loans, etc.) and liabilities (e.g., deposits) to optimize the banks risk-return profile. This involves monitoring the maturity and cash flow profiles of assets and liabilities. Liquidity Contingency Plan
  • Maintain the Banks Contingency Funding Plan (CFP) Policy according to the Groups Framework ensuring that plans to address liquidity crises are set in place.
  • Coordinate with Treasury and other concerned stakeholders in testing the Banks CFP to ensure that roles of key stakeholders are well understood, coordination between the Branch and Group is seamless, and that key assumptions for liquidity are relevant.
  • Monitoring of the Banks Early Warning System (EWS) to detect any liquidity risk arising from bank specific or macroeconomic events. Regulatory Compliance
  • Ensure compliance with regulatory requirements related to liquidity risk management such as Basel III Liquidity Standards
  • Prepare regulatory reports such as Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) and ensure compliance with internal and regulatory limits.
  • Risk Assessment and Analysis
  • Conduct quantitative and qualitative analysis of liquidity and interest rate risks. This may involve stress testing, scenario analysis, sensitivity analysis, etc., to assess the potential impact of adverse market conditions or economic shocks to the Banks liquidity position.

Qualifications:

  • With 7+ years of experience in Market and Liquidity Risk within the Banking/financial Technology and Services industries.
  • MBA is a Plus
  • Knowledgeable and with deep understanding of banking policies, procedures and regulations.
  • Demonstrated leadership ability with excellent interpersonal and communication skills.

Work Setup:

Setup: Hybrid (3X onsite per week)

Location: BGC, Taguig PH

By Applying, you give consent to collect, store, and/or process personal and/or sensitive information for the purpose of recruitment and employment may it be internal to Cobden & Carter International and/or to its clients.

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