Manager, Market & Liquidity Risk

About the role

The Manager, Market & Liquidity Risk will lead the design, implementation and monitoring of market and liquidity risk frameworks in line with regulatory requirements and the Group’s guidelines. The role supports the identification, measurement and mitigation of market and liquidity risks across the bank’s activities.

Key responsibilities

• Manage the Market and Liquidity Risk function, ensuring policies and the Enterprise Risk Management framework are applied.
• Oversee daily capture, monitoring, control and reporting of market and liquidity risks, including VaR, sensitivities and stress‑testing.
• Prepare risk reports for committees and support the ICAAP quantification process.
• Recommend and set market risk limits (dealer, exposure) aligned with the bank’s risk appetite.
• Collaborate with Front‑Office and Back‑Office to highlight risk issues before new product introductions.
• Develop comprehensive stress‑test scenarios and ensure periodic execution to meet regulatory expectations.

Required profile

• Bachelor’s degree in Economics, Finance, Mathematics or Actuarial Science; advanced qualifications (CFA, MBA, CPA, FRM) are a plus.
• Minimum 5 years of experience in financial institutions, with at least 3‑5 years in a market or liquidity risk role.
• Strong understanding of profit‑and‑loss drivers, risk appetite, and regulatory capital monitoring.

Required skills

• Proficiency in Excel for risk analysis and reporting.
• Experience with Value at Risk (VaR) modelling.
• Ability to design and execute stress‑testing methodologies.