For a client of ours we are looking for a Risk Manager - Asset Liability Management (ALM) and Liquidity Risk.
* Workplace: Lugano.
* Type: Full-time contract.
Key Responsibilities
* The candidate will be responsible for managing risks related to Asset Liability Management (ALM) and liquidity risk.
* They will conduct in-depth analysis of risks related to ALM and liquidity risk, identifying potential vulnerabilities and developing mitigation strategies.
* They will monitor the company's daily liquidity position, ensuring compliance with regulatory and internal requirements in alignment with the Basel framework and FINMA ordinance.
* The role involves collaborating with treasury and finance departments to optimize liquidity management practices.
* The candidate will assess and manage the company's exposure to interest rate risk in the banking book (IRRBB).
* They will conduct liquidity stress testing and scenario analysis.
* They will prepare detailed and accurate reports on liquidity risk and ALM for senior management, Committees, and Regulators.
* The candidate must have the ability to work under pressure in a dynamic environment, setting priorities and meeting tight deadlines
Job Requirements
* Experience: At least 5 years of experience in risk management, with a particular focus on ALM/ liquidity risk or treasury departments.
* Technical Skills: Advanced knowledge of ALM and liquidity risk, interest rate risk management tools, and methodologies.
* Analytical Skills: Excellent analytical skills with the ability to interpret complex data using programming knowledge (Python, R, SQL).
* Communication Skills: Strong written and verbal communication skills to present technical information to non-technical stakeholders.
* Languages: Native proficiency in Italian and English; knowledge of French or German is a plus.
* Education/Certifications: A professional certification in risk management (e.g., FRM, PRM) is a plus.
* Location: The candidate should be resident in Ticino or willing to relocate.
#J-18808-Ljbffr