About BDO

BDO Unibank, Inc. is the Philippines’ leading full-service bank, offering a wide range of financial and digital banking services. Guided by our brand promise “We Find Ways,” we are committed to delivering easy, reliable, and customer-focused services. Build your career with a trusted industry leader.

Job Summary

Key Responsibilities

A. MARKET AND LIQUIDITY RISK POLICIES                                                                       

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  Assist the RMU Head in developing and implementing systems, policies and procedures for the identification, collection and analysis of market and liquidity risk related information.

  
  


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  Researches and recommends other measurement methodologies to ensure effective quantification of market and liquidity risk.

  
  

B. RISK REPORTING REQUIREMENTS                                                                                

1. 
   

   Prepares and reviews the daily UITF Risk Report for submission to the RMU Head

   
   
   
   
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     Updates the Value-at-Risk and Stress Test in UITF input file

     
     
   
   
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     Computes for the daily duration/modified duration of all peso and dollar UITFs

     
     
   
   
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     Collects and records the Fund Values, income derived from marked-to-market securities, and market revaluation of all UITFs

     
     
   
   
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     Reviews and verifies the approved limits

     
     
   
   
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     Disseminates the UITF Risk Report to the concerned Units

     
     
   
   
   
   


2. 
   

   Generates daily Limits Report for submission to the RMU Head

   
   
   
   
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     Runs and prepare the report on a daily basis

     
     
   
   
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     Checks and verifies breaches to the approved limits

     
     
   
   
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     Disseminates the Reports to the concerned Units

     
     
   
   
   
   


3. 
   

   Reviews and verifies the approved limits in the various risk limits report

   
   


4. 
   

   Generates the liquidity reports of all UITFs on a daily basis for submission to the RMU Head for analysis.

   
   
   
   
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     Collects total daily contributions and redemptions of UITFs

     
     
   
   
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     Prepares the daily liquidity data of UITFs

     
     
   
   
   
   


5. 
   

   Prepares monthly summary of Risk Report for submission to the RMU Head for reporting to the Trust Committee/Risk Management Committee.

   
   
   
   
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     Collects monthly average, minimum, maximum Value-at-Risk estimate, duration, and modified duration

     
     
   
   
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     Collects raw data in the General Ledger for submission to the RMU Head for analysis

     
     
   
   
   
   


6. 
   

   Ensures that risk exposures are within approved limits and reports all market and liquidity limit excesses to the RMU Head for reporting to the Risk Management Committee.

   
   

C.  VALUATION OF SECURITIES                                                                                            

1. 
   

   Performs R1 and R2 pricing of securities before 3:00PM (R1) and 5:30PM (R2) on a daily basis

   
   

1. 
   
   
   
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     Checks for new securities in GlobalPlus

     
     
   
   
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     Checks PDEx website for the price of some corporate bonds

     
     
   
   
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     Downloads price data from Bloomberg

     
     
   
   
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     Uploads price data into the Pricing Uploader

     
     
   
   
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     Executes the uploading of prices into the GlobalPlus

     
     
   
   
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     Checks that uploaded prices are correct.

     
     
   
   
   
   

2. 
   

   Checks and verifies the prices uploaded in GlobalPlus before cut-off time

   
   


3. 
   

   Updates Foreign Exchange (FX) rates in Global Plus on a daily and monthly basis

   
   
   
   
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     Update USD/PHP Rate by 5:00PM daily

     
     
   
   
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     Update other currencies daily upon receipt of daily revaluation rates

     
     
   
   
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     Update other currencies after month-end upon receipt of final month-end revaluation rates

     
     
   
   
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     Checks that uploaded FX rates are correct

     
     
   
   
   
   

D.  OTHERS                                                                                                                              

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  Ensures accurate and up-to-date data source and filing of all risk information and monthly housekeeping of files

  
  


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  Coordinates with Information Technology Group on the planning, design and testing of new systems or improvements for all market and liquidity risk application systems.

  
  


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  Coordinates with other units of the Group, such as Investment Management Department, Institutional Account Management, and Operations, on the pricing of securities and other market and liquidity risk-related requests

  
  


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  Other tasks deemed necessary that may be assigned from time to time

  
  

BDO Unibank, Inc. provides equal opportunity to all qualified candidates. Hiring decisions are based on job requirements and candidate qualifications, and shall not be influenced by any consideration  of race, color, religion, sex (including sexual orientation and gender identity), national or ethnic origin, or disability.                                                                                                                       Requisition ID: 27976