Senior ALM & Structural Risk Strategist

NTT DATA Europe & Latam; Madrid; On-site; EUR 90,000 - 130,000; Full time

Job summary

NTT DATA Europe & Latam seeks a Senior ALM, Structural and Treasury Risk Consultant to join its risk management and CIB team. You will work with global teams to transform business units, align with regulatory trends and develop new offerings in regulatory strategy and treasury risk management.

The role emphasizes ALM, liquidity risk, and regulatory knowledge, with a push towards advanced analytics, ML/AI tools, and cross-functional collaboration across banks and corporates.

Qualifications

• 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.

Responsibilities

• Participate in ALM/ liquidity risk projects from quantitative and business perspectives.
• Model balance sheet products and behavioral risk factors.
• Develop statistical models for stressed scenarios and projections.
• Assess ALM and structural risk vendor capabilities and test features.
• Work with large data sets to optimize modeling and metric calculation.

Skills

Analytical skills

Teamwork

Problem-solving

Bilingual English/Spanish

Education

Bachelor or higher in Engineering/Finance/Economics/Business Administration

Master's in Quantitative Finance or Risk Management

FRM,CFA,CQF (plus)

Tools

FIS

QRM

MAT

Murex

Bloomberg

Reuters

Job description

NTT DATA Europe & Latam seeks a Senior ALM, Structural and Treasury Risk Consultant to join its risk management and CIB team. You will work with global teams to transform business units, align with regulatory trends and develop new offerings in regulatory strategy and treasury risk management.

The role emphasizes ALM, liquidity risk, and regulatory knowledge, with a push towards advanced analytics, ML/AI tools, and cross-functional collaboration across banks and corporates.