Structural Risk Specialist
Listed on 2026-11-05
-
Finance & Banking
Risk Manager/Analyst, Financial Analyst, Corporate Finance, Financial Compliance
Excited to grow your career?BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.
Excited to grow your career?BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.
About the job:Monitor, analyze and control the Bank’s structural and market risks, particularly liquidity, structural interest rate and foreign exchange risks, ensuring adherence to the Bank’s risk appetite, internal limits and regulatory requirements.
- Contribute to our Global Liquidity Planning & Forecasting function
- With exposure to senior management, focus on forecasting, analyzing and driving execution decisions across a variety of liquidity metrics including Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR) and Internal Economic Barometers
- Responsibility for the enhancement, control and maintenance of robust and accurate liquidity forecasts and explain as well as distribution and presentation of liquidity forecasts to management
- Interdivisional collaboration with Treasury and close interaction with our business partners as well as the rest of the CFO division especially with the ALM manager, CFO, Accounting and MIS
- Monitor and analyze structural interest rate risk, including its potential impact on earnings and economic value
- Assess and control the potential impacts of exchange rate fluctuations on foreign currency positions into the solvency (equity) and annual results of the firm
- Management and control of credit, counter party and settlement risk of the balance sheet, including large exposure positions (Cluster Risk), NOSTRO portfolio framework and counter parties.
- Ensure that the calculation of the impairment of the financial instruments is done according to IFRS 9
- Degree in Business, Economics, Finance, Engineering or equivalent.
- Master’s degree, post-graduate studies or equivalent higher education in numerical/analytical fields
- Deep understanding of Know-how in risk management, risk management processes and regulatory reporting requirements.
- At least 5 years of relevant experience in banking, particularly in Asset and Liability Management (ALM), structural risk and financial markets.
- Experience with ALM and risk management tools (Alquid, QRM or equivalent), as well as programming skills (Python, SQL or similar)
- Organizational skills and the ability to manage tasks simultaneously
- Analytical and research skills and ability to review and interpret large amounts of data
- Ability to synthesize key issues and themes
Outstanding analytical, comprehension and problem-solving skills - Excellent attention to detail and high level of accuracy
- Motivated, flexible and team work
- Proficient knowledge of the MS Office package (especially excel)
- Fluent in Spanish and English
Gestión de activos y pasivos (ALM), Gestión de riesgos, Herramientas de gestión de riesgos, Idioma español, Idioma inglés, Trabajo en equipo
(If this job is in fact in your jurisdiction, then you may be using a Proxy or VPN to access this site, and to progress further, you should change your connectivity to another mobile device or PC).