Risk Officer Market And Liquidity Risk

About The Job

Location: Taguig

Corporate Title: Senior Assistant Manager to Manager

Work Arrangement: Hybrid

Our Risk Management team is looking for experienced professionals to join us in Taguig with the role of Risk Officer (Market and Liquidity Risk).

In this role, you will independently identify, measure, monitor, and report market and liquidity risks across the Trading and Banking Books, ensuring alignment with the Bank's approved risk appetite, strategic objectives, and regulatory requirements. You will provide timely, decision-useful risk insights and recommendations to Senior Management to support informed decision-making and effective risk management.

Your dream. Our focus.

East West Banking Corporation (EastWest) is one of the largest universal banks in the Philippines, and is committed to continuously invest in people and in process, product, and service enhancements, and embrace new ideas to enhance the EastWest experience.

We empower our employees to drive their careers and are committed to provide the runway for them to grow. We value teamwork and individual initiative. Join us and be part of a highly engaged team, and a workplace that promotes development and goal attainment.

Whether you're just starting out, or already a seasoned professional, EastWest can help you unleash your potential, and bridge the gap between dream to success.

What The Role Will Entail

• Monitor and report market risk exposures across trading activities, including interest rate and foreign exchange risks, 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 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 risks.
• Measure and monitor liquidity risk across on- and off-balance sheet exposures, including cash flow projections, funding concentration analysis, MCO, LCR, and NSFR metrics.
• Assess market and liquidity risk exposures against approved risk appetite limits and regulatory requirements, escalating material breaches and emerging concerns as appropriate.
• Prepare risk reports and dashboards for Senior Management and Risk Committees and support the ongoing enhancement of market and liquidity risk policies, frameworks, and procedures.
  
  
  

• Bachelor's degree in Finance, Economics, Accounting, Mathematics, or a related discipline.
• At least 3–5 years of experience in market risk, liquidity risk, IRRBB, treasury risk, or a related financial risk management function.
• Strong understanding of market and liquidity risk methodologies, stress testing, risk appetite frameworks, and regulatory requirements.
• Knowledge of fixed income products, foreign exchange, derivatives, and balance sheet risk management.
• Strong analytical, communication, and stakeholder management skills, with a high level of attention to detail, professionalism, and ethical standards.
  
  
  

• Career development and training opportunities
• Competitive salary package and benefits
• Performance-based incentives and recognition programs to reward high-performing individuals
• Opportunity to work with industry experts and be mentored by them
• Defined career progression paths to guide you in your professional growth