Balance Sheet Management Manager (Market & Solvency Risk)

ALM & Treasury team:

 

Challenges that await you:

• Design, enhance, and optimize ALM (Asset-Liability Management) models for FX risk, IRRBB, ensuring alignment with evolving regulatory and market standards. 
• Play pivotal role in regulatory capital adequacy planning process (ICAP), counterparty large exposures management, as well as in quantifying and hedging FX & interest rate risks
• Lead the implementation and automation of regulatory reporting (ACLME), ensuring compliance with Mexican financial regulations and Basel III/IV frameworks. 
• Enhance internal ALM processes by identifying gaps, proposing automation solutions, and integrating cutting-edge financial technologies
• Act as a subject matter expert (SME) by communicating ALM agenda to cross-functional stakeholders and methodological guidance to junior team members
• Collaborate with Treasury Front and Back offices, Capital markets, FP&A, Accounting, Risk management, product teams and IT tribes to ensure data integrity, model accuracy, and regulatory adherence

What makes you a great fit:

•  Fluent in English with strong communication skills for technical reporting and stakeholder engagement
•  5+ years of experience in bank Treasury, ALM, risk management, or financial modeling
• Degree in STEM, Economics, or Finance, or recognized certifications such as CFA, FRM, AMIB Figura 3, 4, 5.
•  Deep knowledge of financial instruments (structure, profitability, valuation)
• Strong quantitative and programming skills, including advanced proficiency in Excel (macros, VBA), SQL, and Python for data analysis and model development is a plus
•  Proven ability to take ownership of tasks, ready to roll up your sleeves, act independently and work collaboratively in a high-paced, analytical environment

Our ways of working:

• Innovative Spirit: A commitment to creativity and groundbreaking solutions
• Honest Feedback: valuing open, transparent communication
• Supportive Team: a strong, collaborative community
• Celebrating Achievements: recognizing our wins together
• High-Tech Environment: a team full of smart and revolutionary people who date to challenge the status quo of incumbent finances