Risk Manager - Asset Liability Management (ALM) and Liquidity Risk
We are seeking a motivated Risk Manager to join our Risk Management team. The selected candidate will be responsible for managing risks related to Asset Liability Management (ALM) and liquidity risk, ensuring that the company maintains a solid financial position and can navigate market challenges effectively.
Key Responsibilities:
Conduct in-depth analysis of risks related to ALM and liquidity risk, identifying potential vulnerabilities and developing mitigation strategies.
Monitor the company's daily liquidity position, ensuring compliance with regulatory and internal requirements.
Collaborate with treasury and finance teams to optimize liquidity management practices, including cash flow forecasting, liquidity buffer management, and funding strategies/plan.
Assess and manage the company's exposure to interest rate risk in the banking book (IRRBB), developing strategies to mitigate adverse impacts on earnings and capital.
Develop and manage the internal funds transfer pricing (FTP) curve to ensure accurate pricing of internal funds transfer and interest rate hedging activities supporting business units in managing their profitability and risk
Analyze the company's balance sheet to optimize the mix of assets and liabilities, considering factors such as interest rate movements, liquidity needs, and regulatory constraints.
Conduct liquidity stress testing and scenario analysis to evaluate the impact of adverse market conditions on the company's liquidity position.
Prepare detailed and accurate reports on liquidity risk and ALM for senior management, Committee, Regulators, providing clear analysis and recommendations.
We are seeking a motivated Risk Manager to join our Risk Management team. The selected candidate will be responsible for managing risks related to Asset Liability Management (ALM) and liquidity risk, ensuring that the company maintains a solid financial position and can navigate market challenges effectively.
Key Responsibilities:
Conduct in-depth analysis of risks related to ALM and liquidity risk, identifying potential vulnerabilities and developing mitigation strategies.
Monitor the company's daily liquidity position, ensuring compliance with regulatory and internal requirements.
Collaborate with treasury and finance teams to optimize liquidity management practices, including cash flow forecasting, liquidity buffer management, and funding strategies/plan.
Assess and manage the company's exposure to interest rate risk in the banking book (IRRBB), developing strategies to mitigate adverse impacts on earnings and capital.
Develop and manage the internal funds transfer pricing (FTP) curve to ensure accurate pricing of internal funds transfer and interest rate hedging activities supporting business units in managing their profitability and risk
Analyze the company's balance sheet to optimize the mix of assets and liabilities, considering factors such as interest rate movements, liquidity needs, and regulatory constraints.
Conduct liquidity stress testing and scenario analysis to evaluate the impact of adverse market conditions on the company's liquidity position.
Prepare detailed and accurate reports on liquidity risk and ALM for senior management, Committee, Regulators, providing clear analysis and recommendations.
- qualifications
Qualifications and Professional experience:
Education: Bachelor and Master's degree (3+2) in Finance, Economics, Statistics or Mathematics. P.h.D nice to have. Professional certification in risk management (e.g., FRM, PRM) is a plus.
Experience: At least 3 years of experience in risk management, with a particular focus on ALM/ liquidity risk or treasury department
Technical Skills: Advanced knowledge of ALM and liquidity risk, interest rate risk management tools and methodologies, including scenario analysis and stress testing.
Analytical Skills: Excellent analytical skills and attention to detail, with the ability to interpret and synthesize large volumes of complex data using programming knowledge (Phyton, R, SQL)
Communication Skills: Strong written and verbal communication skills, with the ability to present technical information clearly and concisely to non-technical stakeholders.
Languages: Italian ? English (Advanced/Professional) ? French/Deutsch (plus)
Ability to work under pressure in a dynamic environment setting priorities and meet tiny deadlines
- +41 58 201 43 00
- Randstad Lugano
