Risk Manager - Asset Liability Management (ALM) and Liquidity Risk — Cornèr Banca
- Location
- Lugano
- Contract
- full-time
- Posted
- 77 days ago
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
Questions about this listing
What salary does Cornèr Banca offer for this role?
Cornèr Banca lists CHF 142'000 - 249'500 gross per year for this position in Lugano. This is the salary published in the original listing (or, when the employer omits a figure, a realistic estimate for the role and sector) — the calculator on this site converts it to your actual net take-home once cross-border tax and social contributions are applied.
Is this a full-time role, and what type of contract does Cornèr Banca offer?
This listing is a full-time position. The contract type shown here comes directly from the employer's original posting; always confirm exact hours, notice period and probation length with Cornèr Banca during the application process, since these details can vary by role even within the same contract category.
Do I need the G permit to apply for this role in Ticino as an Italian cross-border worker?
Yes, if you are resident in Italy within the 20 km border zone. The Swiss employer files the G-permit application at the Ticino cantonal migration office after the contract is signed — first issuance takes 2-6 weeks, then automatic yearly renewal for as long as the employment continues. Weekly return to your Italian home is required to keep the status.
How do I apply for this position at Cornèr Banca?
Use the "Apply now" button on this page — it links directly to Cornèr Banca's original listing at jobs.corner.ch, so your application goes straight to the employer's own applicant-tracking system. Frontaliere Ticino does not collect or forward applications itself.
