market and liquidity risk MANAGEMENT headSecurity Bank

About Security Bank
We are the Philippines' largest independent bank, having won countless awards over the years including the most prestigious industry award in both 2015 and 2016-the Bank of the Year - Philippines by The Banker.
We're changing how people bank. From the moment customers enter our branches to their experience online, we make them feel valued and empowered.
Now, with more than 300 branches spanning the country, BetterBanking has become the gold standard in improving the banking lives of millions of Filipinos. But we're far from done.
In our constant pursuit of excellence and improvement, we create teams that support our business and each other.
The Role
As a Market Liquidity Risk Management Head, you will oversee the market and liquidity risk management function of the Group (Bank and Subsidiaries), ensure implementation of its framework, and support the concerned business units in ensuring alignment of their risk taking activities with the Group's risk appetite, strategic initiatives and financial objectives.
How you'll contribute
Identify, assess, and measure portfolio and emerging market, liquidity, and interest rate risks using risk measurement, modelling techniques and qualitative risk analysis to provide guidance to the ROC, CRO and business units.
Evaluate, formulate, recommend and ensure updating of policies, risk limits, and risk mitigations which are regulatory- compliant and done in consultation with affected business units of the Bank and subsidiaries to guide them in their risk taking activities.
Monitor and examine on an on-going basis market, liquidity and interest rate risk exposures of the Bank and its subsidiaries to ensure they are in line with Board approved risk appetite, limits and capital and liquidity needs
Collaborate closely with the CRO, CFO and Treasurer and provides essential inputs to capital and liquidity planning and balance sheet optimization.
Report risk exposures to Management and Board-level Committees using a summarized Risk Dashboard to let management and shareholders appreciate the key risk areas or concerns.
Engage with Treasurer, Chief Dealer or Treasury Sales Heads by phone, email or in face-to-face meetings to discuss or resolve issues and concerns.
Monitor and utilize industry news, trends, market development and regulatory changes to identify risk issues and risk directions.
Manage the risk system architecture used in producing risk measures and reports, including relations with internal IT partners and external vendors to keep it working smoothly and accurately in the present and in near future.
Resolve issues about the risk engine and the numbers it generates by hypothesizing probable cause and solution and testing them, to ensure accuracy of risk measures
What we're looking for
Bachelor's degree in Business Studies/Administration/Management, Commerce, Economics, Finance/Accountancy/Banking, or other related field.
At least 8 years and up solid experience in market and liquidity risk management.
Mastery of plain-vanilla products as well as higher-order derivatives.
Deep appreciation of the various market & liquidity risk measures, including their assumptions, strengths, and weaknesses.
Understanding of basic statistical measures like standard deviation, normal probability distribution, and level of confidence.
Effective leadership skills and coaching/ mentoring skills.
Equipped with high degree of organizational and analytical skills.
Effective communication and presentation skills.
Preferably with people management experience.
Treasury Certification is preferred but not required.
Security Bank

Makati City, Metro Manila
Permanent
Full-time