Senior Alm & Structural Risk Consultant

JR Spain; Madrid; Presencial; EUR 50.000 - 90.000; Jornada completa

Descripción de la vacante

Una firma innovadora busca un Consultor Senior de Riesgos Estructurales y de Tesorería para unirse a su equipo especializado. Este papel clave implica la colaboración con equipos globales para transformar unidades de negocio y adaptarse a nuevas tendencias regulatorias. Se espera que el candidato tenga un sólido conocimiento en gestión de riesgos y experiencia en consultoría financiera, así como habilidades avanzadas en herramientas como Excel y software de gestión de riesgos. Si tienes pasión por el ALM y la gestión de riesgos, esta es una oportunidad emocionante para unirte a un entorno dinámico y en constante evolución.

Servicios

Ambiente Colaborativo

Desarrollo Profesional

Equilibrio entre Trabajo y Vida Personal

Formación

• Experiencia en gestión de riesgos y consultoría financiera.
• Conocimientos en marcos regulatorios y gestión de ALM.

Responsabilidades

• Participar en proyectos de consultoría sobre gestión de activos y pasivos.
• Desarrollar modelos estadísticos y econométricos para proyecciones financieras.

Conocimientos

Gestión de Riesgos

Pensamiento Analítico

Trabajo en Equipo

Comunicación Efectiva

Resolución de Problemas

Educación

Grado en Ingeniería

Grado en Finanzas

Grado en Economía

Máster en Finanzas Cuantitativas

Herramientas

Microsoft Excel

FIS

QRM

MAT

Murex

Bloomberg

Reuters

Descripción del empleo

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Client :

NTT DATA Europe & Latam

Location : Job Category :

Other

EU work permit required :

Job Reference :

208248385775547187232460

Job Views : Posted :

18.03.2025

Expiry Date : 02.05.2025

Job Description :

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 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 stressed scenarios and financial projections
• Assess 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?

Specific requirements include :

• University degree in Engineering, Finance, Economics or Business Administration with a 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 regarding structural risks.
• Professional experience in Business Consulting and / or Financial Services. Experience could be in 1st, 2nd or 3rd 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

Why NTT DATA?

• Collaborative Environment: We celebrate curiosity and engagement.
• Career Development: Access to training paths, yearly performance reviews, and a mentorship program.
• Work-Life Balance: We believe in flexibility.

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.