Risk Manager - Asset Liability Management (ALM) and Liquidity Risk - ref. 1086 — Cornèr Banca

Full description

The selected candidate will be responsible for managing risks related to the Active-Passive Management (ALM) and liquidity risk, ensuring that the company maintains a sound financial position and can effectively address market challenges.

Tasks

• Conduct an in-depth analysis of the risks related to ALM and liquidity risk, identifying potential vulnerabilities and developing mitigation strategies - Snap the company's daily liquidity position, ensuring compliance with regulatory and internal requirements in accordance with the Basel framework and the FINMA order - Collaborate with the Treasury and Finance Departments to optimise liquidity management practices, including cash flow forecasting, the management of buffer liquidity and financing strategies/quota plan -

Assessing and managing the company's exposure to interest rate risk in the banking book (IRRBB), developing strategies to mitigate negative impacts on earnings and capital

• Conduct stress tests on liquidity and scenario analyses to assess the impact of adverse market conditions on the company's liquidity position
• Prepare detailed and accurate reports on liquidity risk and ALM for the senior management of the Tehran, the Committee, regulators, providing a clear analysis and recommendations
• Ability to work under pressure in a dynamic environment setting priorities

and respecting limited deadlines

Technical competence

• Advanced knowledge of ALM and liquidity risk, instruments and methodologies for managing interest rate risk, including analysis of scenarios and stress tests

Analytical Skills

• Excellent analytical skills and attention to detail, with the ability to interpret and synthesize large volumes of complex data using programming knowledge (Python, R, SQL)

Communication skills

• Strong written and verbal communication skills, with the ability to present technical information in a clear and concise manner to non-technical Christiardi

Requirements

• At least 3 years of experience in risk management, with particular attention to ALM/liquidity risk or the Treasury Department - Knowledge of native speakers of Italian/English, French/German is a plus - Professional certification in risk management (ad es. FRM, PRM) is a plus -299e in Ticino or available to move