Structural Risk Specialist

About the role

BBVA in Switzerland is looking for a Structural Risk Specialist to monitor, analyse and control the Bank's structural and market risks, in particular liquidity, structural interest rate and foreign exchange risks, while ensuring adherence to the Bank's risk appetite, internal limits and regulatory requirements.

Key responsibilities

• Contribute to the Global Liquidity Planning and Forecasting function, focusing on forecasting, analysis and execution decisions across liquidity metrics such as LCR, NSFR and internal economic barometers
• Maintain accurate liquidity forecasts and present them to management, working closely with Treasury, the ALM manager, the CFO, Accounting and MIS
• Analyse structural interest rate risk and its impact on earnings and economic value
• Assess and control the impact of exchange rate fluctuations on foreign currency positions, solvency and annual results
• Manage and control credit, counterparty and settlement risk, including large exposure positions (cluster risk), the NOSTRO portfolio framework and counterparties
• Ensure impairment calculations of financial instruments follow IFRS 9

Required profile

• Degree in Business, Economics, Finance, Engineering or equivalent
• Master's degree or equivalent higher education in numerical or analytical fields
• At least 5 years of experience in banking, particularly in ALM, structural risk and financial markets
• Experience with ALM and risk management tools (Alquid, QRM or equivalent)
• Fluent Spanish and English

Required skills

• Programming skills (Python, SQL or similar)
• Proficiency in MS Office, especially Excel
• Analytical, research and problem-solving skills, attention to detail and teamwork