Senior ALM

NTT DATA Europe & Latam; Cádiz; Presencial; EUR 60.000 - 85.000; Jornada completa

Descripción de la vacante

A leading company in business transformation is seeking a Senior ALM, Structural and Treasury Risk Consultant to join its risk management team. This role focuses on enhancing business growth through advanced risk consulting, involving responsibilities in modeling, assessment of vendor capabilities, and developing innovative risk solutions. Candidates should possess a strong quantitative background and relevant experience in financial services.

Servicios

Collaborative environment

Career development opportunities

Work-life balance

Recognition as a 'Global Top Employer 2025'

Formación

• Experience in ALM and liquidity risk management.
• Proficiency in English and Spanish.
• Knowledge of regulatory frameworks like IRRBB.

Responsabilidades

• Participate in ALM consulting projects covering quantitative aspects.
• Model balance sheet products and develop econometric models.
• Create solutions for treasury risk monitoring and management.

Conocimientos

Analytical thinking

Problem-solving

Teamwork

Communication

Educación

Degree in Engineering, Finance, Economics, or Business Administration

Master's in Quantitative Finance or Risk Management

Herramientas

Microsoft Office

Excel

FIS

QRM

Murex

Bloomberg

Reuters

Descripción del empleo

Join us on our Business Transformation Journey within risk management and business consulting for banks and large corporates. Our services aim to enhance business growth and revenue through an enriched service portfolio, emphasizing derivatives, market, structural, and treasury risk consulting.

We are seeking a highly qualified Senior ALM, Structural and Treasury Risk Consultant (ALM / IRRBB & Liquidity & FX) to join our specialized Business Risk & CIB team. This role involves collaborating with Global Teams to transform business units, adapt to regulatory and industry trends, and develop offerings aligned with our clients' priorities, such as regulatory strategy and improved management.

Key Responsibilities:

• Participate in consulting projects on asset-liability management (ALM), banking book market and liquidity risk, covering quantitative and business aspects, including product cycle, risk management, and validation. Deep understanding of metrics like EVE, NIM, re-pricing gap, maturity gap, earnings at risk, LCR, NSFR, VaR / ES, etc.
• Model balance sheet products and behavioral risk factors (prepayments, non-maturing accounts, defaulting items, etc.).
• Develop statistical and econometric models for stressed scenarios and financial projections.
• Assess vendor capabilities for ALM and structural risk tools, including user testing and feature development.
• Handle large reference, market, and client data sets for modeling and metric calculations.
• Create new solutions for FTP and treasury risk monitoring and management.
• Desirable: Incorporate ML and AI tools to enhance solutions portfolio.

What are we looking for?

Specific requirements include:

• Degree in Engineering, Finance, Economics, or Business Administration with a quantitative background.
• Master's in Quantitative Finance or Risk Management preferred.
• FRM, CFA, CQF certifications are a plus.
• Knowledge of regulatory frameworks (IRRBB, CSRBB, ICAAP) and EBA guidelines on structural risks.
• Experience in Business Consulting and/or Financial Services, in various defense lines.
• Extensive knowledge in ALM, balance sheet management, market risk, investment products, and regulatory strategy.
• Experience with Global Markets and Risk Management transformation projects in banking.
• Proficiency in English and Spanish; additional languages advantageous.
• Advanced skills in Microsoft Office, Excel, and risk software like FIS, QRM, Murex, Bloomberg, Reuters, etc.

Skills and Competencies:

• High-quality performance orientation
• Strong teamwork and communication skills
• Analytical and critical thinking
• Problem-solving skills
• Results-oriented mindset
• Flexibility and resilience in challenging situations

Why NTT DATA?

• Collaborative environment fostering curiosity and engagement
• Career development with training, performance reviews, and mentorship
• Work-life balance through flexibility
• Recognition as a 'Global Top Employer 2025'

This opportunity will be evaluated based on experience. We welcome talent passionate about ALM, market risk, investment, banking products, and regulatory strategy to join our dynamic team.

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