Risk Manager - Asset Liability Management (ALM) and Liquidity Risk

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 ...