Structural Risk 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

About the job

Monitor, analyze and control the Bank's structural and market risks, particularly liquidity, structural interest rate and foreign exchange risks, ensuring adherence to the Bank's risk appetite, internal limits and regulatory requirements.

Functions (duties and responsibilities)

• Contribute to our Global Liquidity Planning & Forecasting function
• With exposure to senior management, focus on forecasting, analyzing and driving execution decisions across a variety of liquidity metrics including Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR) and Internal Economic Barometers
• Responsibility for the enhancement, control and maintenance of robust and accurate liquidity forecasts and explain as well as distribution and presentation of liquidity forecasts to management
• Interdivisional collaboration with Treasury and close interaction with our business partners as well as the rest of the CFO division especially with the ALM manager, CFO, Accounting and MIS
• Monitor and analyze structural interest rate risk, including its potential impact on earnings and economic value
• Assess and control the potential impacts of exchange rate fluctuations on foreign currency positions into the solvency (equity) and annual results of the firm
• Management and control of credit, counterparty and settlement risk of the balance sheet, including large exposure positions (Cluster Risk), NOSTRO portfolio framework and counterparties.
• Ensure that the calculation of the impairment of the financial instruments is done according to IFRS 9

Your profile

• Degree in Business, Economics, Finance, Engineering or equivalent.
• Master's degree, post-graduate studies or equivalent higher education in numerical/analytical fields
• Deep understanding of Know-how in risk management, risk management processes and regulatory reporting requirements.
• At least 5 years of relevant experience in banking, particularly in Asset and Liability Management (ALM), structural risk and financial markets.
• Experience with ALM and risk management tools (Alquid, QRM or equivalent), as well as programming skills (Python, SQL or similar)
• Organizational skills and the ability to manage tasks simultaneously
• Analytical and research skills and ability to review and interpret large amounts of data
• Ability to synthesize key issues and themes
• Outstanding analytical, comprehension and problem-solving skills
• Excellent attention to detail and high level of accuracy
• Motivated, flexible and team work
• Proficient knowledge of the MS Office package (especially excel)
• Fluent in Spanish and English

Skills

• Gestión de activos y pasivos (ALM)
• Gestión de riesgos
• Herramientas de gestión de riesgos
• Idioma español
• Idioma inglés
• Trabajo en equipo

Excited to grow your career?

BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.

At BBVA we are leading the transformation of banking worldwide, united in pursuing our goal of supporting your drive to go further. Firmly focused on the future, our on-going digital transformation is already producing disruptive innovations that power our vision of banking. Building on 160 years of history we know the importance of constant development, which is why we place so much confidence in the collaborative working environment that enables our people to grow and excel.

For over 50 years, BBVA in Switzerland has been helping clients manage their wealth with a global outlook, Swiss precision, and a philosophy that blends tradition with innovation. From Zurich to the world, we provide tailored solutions for those who value both strategy and trust.

Yet, our greatest strength lies in our people: an international, diverse, and highly skilled team that combines financial expertise with a digital mindset and innovative spirit. Continuous learning, cross-cultural collaboration, and career growth that makes a real impact in our clients' lives drive everything we do, shaping both the way we work and the opportunities we create for our team.

Joining BBVA in Switzerland means being part of a global bank, working on pioneering projects in private and digital banking, and growing within a culture that listens, evolves, and strives to make a difference.

BBVA is a Spanish bank with its Swiss offices located in Zürich.