Senior ALM & Treasury Risk Strategy 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

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.