Risk manager

For a client of ours we are looking for a Risk Manager - Asset Liability Management (ALM) and Liquidity Risk.

Job Details

• 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 3 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.

The candidate should be resident in Ticino or willing to relocate.