Senior FRM Trader: Collateral & Capital Optimization

BBVA; New York (NY); On-site; USD 120,000 - 130,000; Full time

Job summary

BBVA in New York seeks a Senior Trader for the Financial Resources Management desk in Global Markets, focusing on collateral management and optimization with cross-functional responsibilities in Initial Margin, balance sheet, capital and liquidity optimization.

The role combines trading, quantitative skills and deep knowledge of collateral usage to optimize resources across Global Markets. Candidates should have 3–4 years of experience and relevant licenses.

Qualifications

• Degree in a quantitative or technical discipline such as Mathematics, Engineering or Physics.
• Experience in Global Markets trading related to collateral, repo, funding or FRM.
• Strong knowledge of collateral management, optimization and repo markets.
• Solid understanding of RWA, capital pricing, LCR, NSFR and balance-sheet optimization.
• Understanding of CRR and EMIR regulations; familiarity with trading tools.

Responsibilities

• Manage daily collateral inventory and optimization framework, including repo activity.
• Develop and manage Initial Margin optimization for cleared derivatives.
• Apply capital, liquidity and balance-sheet methodologies to pricing, funding and trading decisions.
• Develop and enhance financial-resource optimization methodologies and support implementation.

Skills

Quantitative

Trading

Collateral

Repo

IM Optimization

Capital

Regulation

Murex

Calypso

STAR

Programming

Data Skills

Education

Quantitative degree (Math/Engineering/Physics)

Tools

Murex

Calypso

STAR

Job description

BBVA in New York seeks a Senior Trader for the Financial Resources Management desk in Global Markets, focusing on collateral management and optimization with cross-functional responsibilities in Initial Margin, balance sheet, capital and liquidity optimization.

The role combines trading, quantitative skills and deep knowledge of collateral usage to optimize resources across Global Markets. Candidates should have 3–4 years of experience and relevant licenses.