Senior Structural Risk & Liquidity Specialist

BBVA MÉXICO; Zürich; On-site; CHF 150,000 - 210,000; Full time

Job summary

BBVA in Switzerland seeks a seasoned risk professional to join the ALM and liquidity forecasting team in Zurich. You will analyze, forecast, and steer liquidity metrics like LCR and NSFR, while monitoring structural rate risk and FX impacts on earnings.

Collaborate across Treasury, CFO, and MIS to ensure robust risk controls and IFRS 9 impairment, with a strong emphasis on data-driven decision making. You will bring 5+ years in banking, solid ALM knowledge, and programming skills (Python/SQL).

Qualifications

• Degree in Business, Economics, Finance, Engineering or equivalent.
• Master's degree or equivalent higher education in numerical/analytical fields.
• Deep understanding of risk management and regulatory reporting requirements.
• At least 5 years of banking experience in ALM, structural risk and financial markets.
• Experience with ALM tools and programming (Python, SQL).

Responsibilities

• Contribute to Global Liquidity Planning & Forecasting function.
• Forecast, analyze and drive decisions across liquidity metrics (LCR, NSFR).
• Maintain robust liquidity forecasts and present to management.
• Collaborate with Treasury and CFO division, ALM manager, and MIS.
• Monitor structural interest rate risk and FX impacts on earnings.
• Assess credit, counterparty and settlement risk including large exposures.
• Ensure IFRS 9 impairment calculations are applied.

Skills

ALM

Risk management

Risk analysis

Python

SQL

MS Excel

Teamwork

Education

Bachelor in Business/ Economics/ Finance/ Engineering

Master's degree or equivalent

Tools

Alquid

QRM

Job description

BBVA in Switzerland seeks a seasoned risk professional to join the ALM and liquidity forecasting team in Zurich. You will analyze, forecast, and steer liquidity metrics like LCR and NSFR, while monitoring structural rate risk and FX impacts on earnings.

Collaborate across Treasury, CFO, and MIS to ensure robust risk controls and IFRS 9 impairment, with a strong emphasis on data-driven decision making. You will bring 5+ years in banking, solid ALM knowledge, and programming skills (Python/SQL).