Structural Risk Specialist

BBVA; Zürich; Presencial; CHF 150 000 - 230 000; Tempo integral

Resumo da oferta

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.

Qualificações

• 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.

Responsabilidades

• 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.

Conhecimentos

Risk management

Numerical/analytical

Organizational skills

Analytical thinking

Attention to detail

Teamwork

MS Office

Spanish

English

Formação académica

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

Master’s degree or equivalent in numerical/analytical fields

Ferramentas

Alquid

QRM

Python

SQL

Descrição da oferta de emprego

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.

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.

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.

• 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 themesOutstanding 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