Joining BBVA in Switzerland means being part of a global bank, working on pioneering projects in private and digital banking, and growing within a culture that listens, evolves, and strives to make a difference.
BBVA is a Spanish bank with its Swiss offices located in Zürich.
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.
Functions (duties and responsibilities)
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, counterparty and settlement risk of the balance sheet, including large exposure positions (Cluster Risk), NOSTRO portfolio framework and counterparties.
Ensure that the calculation of the impairment of the financial instruments is done according to IFRS 9
Your profile
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
Skills
Asset and Liability Management (ALM), English Language, Risk Management, Risk Management Tools, Spanish Language, Teamwork