Financial Risk Officer Market And Liquidity Risk

Risk Identification & Measurement

• Identify, assess, and maintain risk profiles across market, liquidity, interest rate (IRRBB), and digital asset/crypto exposures, both on- and off-balance sheet.
• Monitor market risk on trading and treasury positions, including foreign exchange and digital asset price volatility, using metrics such as VaR, stressed VaR, and sensitivity analysis.
• Perform market risk back-testing, stress testing, and exception analysis, escalating limit breaches and model issues in accordance with governance requirements.
• Measure and monitor liquidity risk across on- and off-balance sheet exposures, including cash flow projections, funding concentration analysis, and liquidity coverage across fiat and digital asset holdings.
• Measure and monitor interest rate risk in the banking book (IRRBB) using earnings-based and economic value-based methodologies, including EaR and Delta EVE assessments.
• Conduct interest rate stress testing and scenario analysis, evaluating behavioral assumptions and structural balance sheet risk.

Risk Management Strategy & Controls

• Develop, implement, and continuously refine market and liquidity risk management strategies, policies, and frameworks to mitigate identified financial risks.
• Design and maintain relevant internal controls and operational risk controls related to treasury and digital asset operations.
• Assess market and liquidity risk exposures against Board-approved risk appetite limits and regulatory thresholds, escalating material breaches, model issues, and emerging concerns in line with governance protocols.
• Support the design and enhancement of risk methodologies as Coins.phs product suite and digital asset activities evolve.

Data Analysis & Reporting

• Analyze financial data, market trends, and treasury/digital asset portfolio performance to identify potential risks and opportunities, using financial modeling to evaluate market and liquidity risk scenarios.
• Prepare risk reports and dashboards for Senior Management and the Risk Committee, and support the ongoing enhancement of market and liquidity risk policies, frameworks, and procedures.
• Track key risk indicators (KRIs) and support regulatory reporting obligations to the BSP and other relevant authorities.

Compliance & Governance

• Ensure risk practices comply with BSP regulations and circulars, AMLC requirements, and other applicable Philippine and international regulatory standards for EMIs and VASPs.
• Partner with Compliance, Finance, Audit, and Legal teams to ensure integrated, consistent risk management practices across the organization.
• Stay current on regulatory developments affecting digital assets, e-money, and payments in the Philippines and the broader Southeast Asian market.

Crisis & Incident Management

• Develop and help execute contingency plans for managing financial emergencies, market dislocations, and other unforeseen risk events, including crypto market volatility scenarios.
• Support the Head of Risk on ad hoc risk investigations, special projects, and other related initiatives as needed.