Risk Manager - Asset Liability Management (ALM) and Liquidity Risk - ref. 1086

The selected candidate will be responsible for managing risks related to Asset Liability Management (ALM) and liquidity risk, ensuring that the company maintains a solid financial position and can navigate market challenges effectively.

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 risk and ALM for senior management, Committee, Regulators, providing clear analysis and recommendations

• Ability to work under pressure in a dynamic environment setting priorities and meet tiny deadlines

• Technical Skills: Advanced knowledge of ALM and liquidity risk, interest rate risk management tools and methodologies, including scenario analysis and stress testing

• Analytical Skills: Excellent analytical skills and attention to detail, with the ability to interpret and synthesize large volumes of complex data using programming knowledge (Phyton, R, SQL)

• Communication Skills: Strong written and verbal communication skills, with the ability to present technical information clearly and concisely to non-technical stakeholders

• Experience: At least 3 years of experience in risk management, with a particular focus on ALM/ liquidity risk or treasury department

• Languages: Italian / English native proficiency / French / German is a plus

• Professional certification in risk management (e.g., FRM, PRM) is a plus

• Resident in Ticino or willing to relocate