Senior ALM & Structural Risk consultant

NTT DATA Europe & Latam; Madrid; Presencial; EUR 90.000 - 130.000; Jornada completa

Descripción de la vacante

NTT DATA Europe & Latam invites a Senior ALM, Structural and Treasury Risk Consultant to join our CIB risk team in Madrid. You will participate in advisory projects across ALM, liquidity risk and market risk, applying quantitative models and regulatory insights.

Ideal candidates combine a quantitative degree with consulting experience in financial services, strong English and Spanish, and hands-on knowledge of ALM tools and market risk software platforms.

Formación

• University degree in Engineering, Finance, Economics or Business Administration with quantitative background.
• Desirable master's degree in Quantitative Finance or Risk Management.
• FRM, CFA, CQF is a plus.
• Detailed knowledge of regulatory frameworks (IRRBB, CSRBB, ICAAP) and EBA guidelines wrt structural risks.
• Professional experience in Business Consulting and/or Financial Services; experience could be in 1st/2nd/3rd line of defense.
• Experience in ALM, balance sheet management, market risk, investment products and regulatory strategy is essential.
• Advanced business English and Spanish; additional languages are advantageous.

Responsabilidades

• Participate in consulting projects on asset-liability management (ALM), bank book market and liquidity risk from quantitative and business perspectives.
• Model balance sheet products and behavioural risk factors (prepayments, non-maturing accounts, defaults).
• Develop statistical and econometric models for stressed scenarios and financial projections.
• Assess ALM and structural risk vendor capabilities, including user testing and feature development.
• Work with large datasets to optimize data structures for modelling and metric calculation.
• Develop new solutions on FTP and treasury risk monitoring and management.
• Desirable: include ML and AI tools to enhance solutions portfolio.

Conocimientos

Analytical thinking

Teamwork

Communication

Problem solving

English & Spanish

Educación

Bachelor's degree in Engineering/Finance/Economics/Business Admin

Master's degree in Quantitative Finance or Risk Management

Herramientas

FIS

QRM

MAT

Murex

Bloomberg

Reuters

Descripción del empleo

Join us on our Business Transformation Journey within risk management and business consulting to 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 working with Global Teams to transform business units, adapt to new regulatory and industry trends, and develop new offerings that align with our clients' priorities, such as regulatory strategy and a better management.

Key Responsibilities:

• Participate in consulting projects on asset-liability management (ALM), banking book market and liquidity risk, from quantitative and business perspectives, including front-to-back product cycle, risk management and validation. Deep practical knowledge and understanding of the main metrics (EVE, NIM, repricing gap, maturity gap, earnings at risk, LCR, NSFR, VaR/ES, etc.)
• Modelling of balance sheet products and behavioural risk factors (prepayments, non-maturing accounts, defaulting items, etc.)
• Develop statistical and econometric models to assess on stressed scenarios and financial projections
• Assess on ALM and structural risk vendor capabilities, including user testing, development of new features to cover balance sheet risk factors, etc.
• Work with large amounts of reference, market and client data to optimize and structure data sets for modelling and metric calculation purposes
• Develop new solutions on FTP and treasury risk monitoring and management
• Desirable: include ML and AI tools to enhance our solutions portfolio

What are we looking for?

• University degree in Engineering, Finance, Economics or Business Administration with quantitative background.
• Desirable master's degree in Quantitative Finance or Risk Management
• FRM, CFA, CQF is a plus.
• Detailed knowledge of regulatory frameworks (IRRBB, CSRBB, ICAAP, etc.) and EBA guidelines wrt structural risks.
• Professional experience in Business Consulting and/or Financial Services. Experience could be in 1st, 2nd or 3th line of defense.
• Previous experience and/or extensive knowledge in ALM, balance sheet management, market risk, investment products, and regulatory strategy is essential.
• Experience in Global Markets and Risk Management transformation initiatives within the banking sector.
• Advanced business English and Spanish; additional languages are advantageous.
• Proficiency in Microsoft Office, with advanced skills in Excel and ALM and market risk software such as FIS, QRM, MAT, Murex, Bloomberg, Reuters, etc.,

Skills and Competencies:

• High-quality performance orientation
• Strong teamwork and communication skills
• Analytical and critical thinking abilities
• Problem-solving aptitude
• Results-oriented mindset
• Flexibility and capacity to handle challenging situations effectively

This opportunity will be evaluated based on experience, and we are excited to welcome new talent to our CIB team. If you have a passion for ALM and market risk, investment and banking product management and regulatory strategy, we encourage you to apply and become a part of our dynamic and innovative environment.