Market Risk and Liquidity Officer

The Market Risk and Liquidity Officer supports the Market Risk Unit Head of SMBC Manila in measuring, monitoring, reporting, and reviewing market and liquidity risk exposures including VaR, positions, Profit and Loss, stress testing, and money gap analysis in line with local and regional requirements.

How You’ll Make an Impact

• Measure, monitor, report, and review market and liquidity risk indicators such as foreign exchange positions, P and L, stress testing results, and money gap analyses.
• Contribute to the planning and implementation of a strong regional market and liquidity risk management framework for the Philippines.
• Establish and maintain a management structure that complies with local regulatory requirements.
• Support the Market Risk Unit Head in providing the Risk Management Committee and other governance bodies with timely insights on risk exposures through regular reports and briefings.
• Assist in adapting and aligning SMBC Group policies on market risk and liquidity risk to the regulatory guidelines of the Bangko Sentral ng Pilipinas.
• Support the rollout of limit structures designed to control market, liquidity, and interest rate risk exposure.
• Monitor compliance with market, trading, liquidity, and interest rate risk limits and policies and prepare daily write ups on limit usage and market movements.
• Coordinate with Treasury Desk Heads in drafting trading and banking book limits, addressing limit breaches or trigger events, recommending reallocations, and simulating the impact of market changes on limit usage.
• Conduct integrated analyses of trading and banking book risk profiles for presentation to ALM, Risk Management, or other relevant committees.
• Review new bank products for potential market risk issues and recommend appropriate controls to quantify and manage risks.
• Maintain and monitor databases required for accurate risk analysis and measurement.
• Issue timely warnings regarding positions or P and L when limits or guidelines are exceeded or when caution is necessary.
• Request reference materials, explanations, or written policies related to risk monitoring when needed.

What Sets You Apart

• Strong understanding of BSP regulations and local risk management frameworks related to market and liquidity risk.
• Working knowledge of regulatory expectations, including those related to technology risk and broader enterprise risk governance.
• Experience in operational risk, technology risk, internal or external audit, or compliance in a financial institution.
• Knowledge of risk tools, methodologies, and analytical systems used in market and liquidity risk monitoring.
• Solid understanding of banking products, treasury operations, and banking processes.
• At least five years of experience in a similar role.
• Experience in a foreign or local commercial or universal bank.
• Strong grounding in risk management principles, internal controls, and regulatory compliance.