MARKET RISK MANAGER

BBVA; Burgos; Presencial; EUR 50.000 - 70.000; Jornada completa

Descripción de la vacante

A leading global financial institution is seeking a skilled professional for a role in the valuation and management of market risks related to trading activities. The position demands strong analytical skills, a solid academic background in finance and mathematics, and proficiency in Python. As part of the GMRU team, you will be responsible for ensuring compliant and accurate valuations while applying advanced valuation techniques. Your teamwork and problem-solving skills will be crucial in contributing to the overall success of the financial operations.

Formación

• At least 5 years of experience in similar roles within financial markets.
• Knowledge of current regulatory and accounting frameworks.
• English proficiency at C1 level.

Responsabilidades

• Calculating and monitoring AVA adjustments.
• Classifying and monitoring Levelling criteria.
• Calculating deductions for proprietary trading.
• Participating in the liquidity framework.

Conocimientos

Customer Targeting

Empathy

Ethics

Innovation

Proactive Thinking

Educación

University degree in Economics, Finance, Mathematics, Physics, Engineering

Master's in Economics, Finance, Mathematics, Physics, Engineering

Herramientas

Python

Descripción del empleo

BBVA is a global company with more than 160 years of history, operating in over 25 countries, serving more than 80 million customers. We are a team of over 121,000 professionals with diverse profiles, including financiers, legal experts, data scientists, developers, engineers, and designers.

Learn more about the area :

GMRU is the area within GRM CIB responsible for the valuation and management of market and counterparty risks related to derivatives and SFT trading activities of BBVA SA, in accordance with IFRS13 (Fair Value) standards and CRD V capital requirements.

Within GMRU - Global Admission, Valuation & ESG, we primarily handle the valuation of all positions classified as Fair Value for BBVA SA and possess discipline-specific competencies across the BBVA Group.

This involves :

• Defining valuation criteria for Trading Book and Banking Book portfolios not at amortized cost.
• Metrics for Prudent Valuation (AVA).
• Metrics for deductions due to proprietary trading.
• Hierarchical valuation metrics according to IFRS13 (Levelling).
• Applying Independent Price Verification (IPV).
• Liquidity framework.

About the job :

The main responsibilities include :

• Calculating and monitoring AVA adjustments.
• Classifying and monitoring Levelling criteria.
• Calculating deductions for proprietary trading.
• Participating in the liquidity framework.
• Calculating and reporting valuation adjustments.
• Valuing off-system operations and related metrics.

Qualifications :

• University degree and Master's in Economics, Finance, Mathematics, Physics, Engineering, or similar. Additional financial certifications (FRM, CFA, etc.) are a plus.
• At least 5 years of experience in similar roles within financial markets.
• Experience in Python or another programming language for at least 3 years.
• Knowledge of current regulatory and accounting frameworks.
• Excellent analytical, communication, problem-solving, and teamwork skills.
• English proficiency at C1 level.

Skills :

Customer Targeting, Empathy, Ethics, Innovation, Proactive Thinking

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