Risk Manager - Asset Liability Management (ALM) and Liquidity Risk — Cornèr Banca
CHF 142'000 - 249'500
Cornèr Banca · Lugano (TI)
- Location
- Lugano
- Contract
- full-time
- Posted
- 32 days ago
SalaryCHF 142'000 - 249'500
Role overview
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.
- 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
- Languages: Italian / English native proficiency / French / German is a plus
- Professional certification in risk management (e.g., FRM, PRM) is a plus Resident in Ticino or willing to relocate
Main responsibilities
- 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 in alignment with Basel framework and FINMA ordinance
- Collaborate with treasury and finance departments to optimize liquidity management practices, including cash flow forecasting, liquidity buffer management and funding strategies/ contingency 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
- 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
- Ability to work under pressure in a dynamic environment setting priorities and meet tiny deadlines
- 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)
Key requirements
- Languages: Italian / English native proficiency / French / German is a plus
- Professional certification in risk management (e.g., FRM, PRM) is a plus Resident in Ticino or willing to relocate
Additional details
- Professional certification in risk management (e.g., FRM, PRM) is a plus Resident in Ticino or willing to relocate
Notes and original content
- Professional certification in risk management (e.g., FRM, PRM) is a plus
- Resident in Ticino or willing to relocate
