Senior Structural Risk & ALM Analyst

BBVA; Zürich; On-site; CHF 150,000 - 230,000; Full time

Job summary

BBVA in Zürich seeks an experienced ALM and risk-management professional to monitor liquidity, rate, and FX risk. You will forecast liquidity metrics, interact with CFO and Treasury, and support management with forecasting and risk reporting.

Ideal candidates have 5+ years in banking, ALM expertise, and programming skills in Python/SQL, along with fluency in Spanish and English. Collaboration across divisions is essential.

Qualifications

• At least 5 years of experience in banking, especially ALM and structural risk.
• Strong numerical/analytical abilities with data interpretation skills.
• Programming skills in Python or SQL are required.

Responsibilities

• Monitor and analyze liquidity risk and forecast liquidity metrics (LCR, NSFR).
• Assess interest rate risk and FX risk impact on earnings and capital.
• Collaborate with Treasury and CFO division and present liquidity forecasts to management.

Skills

Risk management

Numerical/analytical

Organizational skills

Analytical thinking

Attention to detail

Teamwork

MS Office

Spanish

English

Education

Bachelor's degree in Business, Economics, Finance, or Engineering

Master’s degree or equivalent in numerical/analytical fields

Tools

Alquid

QRM

Python

SQL

Job description

BBVA in Zürich seeks an experienced ALM and risk-management professional to monitor liquidity, rate, and FX risk. You will forecast liquidity metrics, interact with CFO and Treasury, and support management with forecasting and risk reporting.

Ideal candidates have 5+ years in banking, ALM expertise, and programming skills in Python/SQL, along with fluency in Spanish and English. Collaboration across divisions is essential.