Market Risk Head

**CLIENT**:
Our executive search client is the newest purely-digital bank in the Philippines.
**JOB DESCRIPTION**
- Oversees the Market Risk team
- Influence, mentor and develop the team in all key aspects of Market Risk, Liquidity Risk and IRRBB
- Monitor and examine regularly, the team's key performance indicators
- Identify and analyze risk factors for the Bank's entire trading and investment portfolios including derivatives and other structured products (as applicable) and ensure that they are modeled and captured properly in the risk management system
- Identify and analyze liquidity risk factors for the Bank and ensure that they are modeled and captured properly in the risk management system
- Establish and review market risk, liquidity risk and IRRBB models and methodologies
- Review product development guidelines and ensure that market risk factors are covered in the manual
- Review and verify Portfolio/MCO/EAR stress testing results every quarter
- Review back-testing results every quarter
- Assist risk-taking personnel (traders) in the development of risk reduction strategies
- Recommend policies and procedures regarding Market Risk, Liquidity Risk and IRRBB
- Assist the head in reviewing and endorsing other market risk, liquidity risk and IRRBB related proposals to Treasury, ROC or Board approval

**ACTIVE DATES**
Urgent hiring!