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Banco Bilbao Vizcaya Argentaria

Global banking and financial services

Market and Derivatives Risk Manager

Risk ManagementConfirmed live in the last 24 hours
Full-timeMiguel Hidalgo, Mexico City, CDMX, MexicoNo salary listedIn-person

About the Job

Requirements

  • A bachelor's degree in Actuarial Science, Mathematics, Physics, or a related field is required.
  • A Master's degree in Statistics or Mathematics, or FRM1 certification, is required.
  • At least 4 years of experience and knowledge of financial markets and products, regulatory environments, and project execution as a manager with direct reports are required.
  • Expertise in market risk, derivatives, and financial products is required.
  • Knowledge of products including cross-currency swaps, interest rate swaps, forwards, and options is required.
  • Knowledge of sensitivities, including Greeks, DV01, duration, and convexity, is required.
  • Knowledge of models and metrics including Monte Carlo simulation, VaR, ES, and FRTB is required.
  • English proficiency at C1 level is required.
  • Programming knowledge in Python is required.
  • Knowledge of Global Markets tools such as Murex is required.
  • Data analytics capability using the bank's next-generation platforms (Datio/ADA), BI tools, and PySpark is required.

Responsibilities

  • Understand project scope and identify impacts across risk responsibility areas, including valuation, market risk, counterparty risk, AVAs, and xVAs.
  • Coordinate internally with risk teams to execute requirements.
  • Develop and maintain the project plan, and manage unforeseen issues, dependencies, and the critical path.
  • Participate actively in project monitoring and execution committees, escalating relevant matters internally to discipline and process representatives.
  • Take responsibility for project-related actions and analyses when needed.
  • Interact with local and holding teams and areas to ensure proper implementation of established requirements.

About the Company

Banco Bilbao Vizcaya Argentaria

Global banking and financial services

Banco Bilbao Vizcaya Argentaria, commonly known as BBVA, is a multinational financial services group offering retail, commercial and corporate banking. It provides accounts, payments, lending, mortgages, investment products and financial guidance for individuals and businesses, alongside services for institutional clients. BBVA combines physical banking networks with digital channels and operates across multiple international markets. Its business spans everyday financial needs, business financing, wealth management and transaction services within the regulated banking industry. Its workforce combines specialist delivery, customer support and business operations.

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