Risk Analyst Market And Liquidity Risk Management

About The Role

The Non-Traded Risk Analyst identifies and monitors liquidity and IRRBB exposures of the SBC Group. He/she is expected to analyze on a regular basis, risks in the banking book portfolio and report on a timely manner breaches and non-adherences to controls, if any limit. The role is an integral part of corporate governance, specifically as an independent check on how balance sheet strategies impact the bank’s capital and liquidity position.

How you’ll contribute

• Identifies, measures, monitors, and analyzes the Groups liquidity and IRRBB exposures from various risk systems via regular reporting to risk-taking units and senior management. This includes regular review of risk appetite/ limits set considering historical utilizations, current Group’s strategy, market conditions, existing liquidity, and capital positions, etc. In addition, he/she acts as a main POC for subsidiary risk management.
• Uses quantitative models, valuations, and assumptions to measure and evaluate the Group’s liquidity and IRRBB exposures under business as usual and stressed scenarios. In addition, performs regular update on Early Warning Indicators to manage the risks.
• Escalates limit breaches and non-adherences to controls set – including analyses of causes, to supervising officers to observe and enforce the established protocol in handling limit exceptions.
• Participates in the implementation and enhancement of risk management systems, if any.
• Composes policy and process recommendations based on discussions with the business and guidance of the Market and Liquidity Risk Management Head for presentation to appropriate approving authorities.
• Supports the Market and Liquidity Risk Management Head in audit engagements, and in the completion of annual ICAAP/ILAAP document and financial disclosures.
  
  

What we’re looking for

• Bachelors Degree in Business Studies/Administration/Management or a related field
• At least 4 years of relevant work experience, preferably within accounting, audit, or tax services; banking; insurance; investment houses; business process outsourcing (BPO); or leasing/financing institutions.
• Experience and knowledge in interest rate risk (IRR) management, investment risk management policies and procedures, liquidity risk management, quantitative techniques, risk and control self-assessment, risk data management, and stress testing.
  
  

About Security Bank

Security Bank is one of the Philippines’ best capitalized private domestic universal banks. Established in 1951 and publicly listed with the Philippine Stock Exchange (PSE:SECB) in 1995, our major businesses cover retail, corporate, commercial, and business (MSME) banking.

We’re recognized as an Employer of Choice in Philippine banking by various award-giving bodies for our values-based culture, industry-leading engagement and benefits, and commitment to work-life balance.

Most recently, we ranked as the #2 best employer in the Philippines and #54 globally on the prestigious Forbes’ World’s Best Employers 2023 list.

At Security Bank, our approach to Human Capital Management (HCM) is embodied by our Employee Value Proposition (EVP): “YOU matter.”

Start your BetterBanking career with us today.

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