Risk manager - asset liability management (alm) and liquidity risk

Ph3Key Responsibilities: /h3ullipConduct in-depth analysis of risks related to ALM and liquidity risk, identifying potential vulnerabilities and developing mitigation strategies. /p /lilipMonitor the company's daily liquidity position, ensuring compliance with regulatory and internal requirements in alignment with Basel framework and FINMA ordinance. /p /lilipCollaborate with treasury and finance departments to optimize liquidity management practices, including cash flow forecasting, liquidity buffer management and funding strategies/ contingency plan. /p /lilipAssess 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. /p /lilipConduct liquidity stress testing and scenario analysis to evaluate the impact of adverse market conditions on the company’s liquidity position. /p /lilipPrepare detailed and accurate reports on liquidity risk and ALM for senior management, Committee, Regulators, providing clear analysis and recommendations. /p /lilipAbility to work under pressure in a dynamic environment setting priorities and meet tiny deadlines. /p /li /ulh3Technical Skills: /h3ullipAdvanced knowledge of ALM and liquidity risk, interest rate risk management tools and methodologies, including scenario analysis and stress testing. /p /lilipExcellent analytical skills and attention to detail, with the ability to interpret and synthesize large volumes of complex data using programming knowledge (Python, R, SQL). /p /lilipStrong written and verbal communication skills, with the ability to present technical information clearly and concisely to non-technical stakeholders. /p /lilipAt least 3 years of experience in risk management, with a particular focus on ALM/liquidity risk or treasury department. /p /lilipLanguages: Italian / English native proficiency / French / German is a plus. /p /lilipProfessional certification in risk management (e.g., FRM, PRM) is a plus. /p /lilipResident in Ticino or willing to relocate. /p /li /ulh3Experience Level: /h3ulliMid /li /ul /p #J-18808-Ljbffr