Risk Management·Confirmed live in the last 24 hours·
Full-timeMexico City, CDMX, MexicoNo salary listedIn-person
About the Job
Requirements
Fluency in English for technical reporting and stakeholder engagement.
At least 5 years of experience in bank Treasury, Asset-Liability Management, risk management, or financial modeling.
A degree in STEM, Economics, or Finance, or recognized certifications such as CFA, FRM, AMIB Figura 3, 4, or 5.
Deep knowledge of financial instruments, including their structure, profitability, and valuation.
Strong quantitative and programming skills, including advanced proficiency in Excel macros and VBA, SQL, and Python for data analysis and model development; Python is noted as a plus.
Ability to take ownership of tasks and work independently and collaboratively in a fast-paced, analytical environment.
Responsibilities
Design, enhance, and optimize Asset-Liability Management models for foreign exchange risk and interest rate risk in the banking book, aligning them with evolving regulatory and market standards.
Play a pivotal role in regulatory capital adequacy planning (ICAP), counterparty large exposures management, and quantifying and hedging foreign exchange and interest rate risks.
Lead implementation and automation of regulatory reporting (ACLME), ensuring compliance with Mexican financial regulations and Basel III/IV frameworks.
Enhance internal Asset-Liability Management processes by identifying gaps, proposing automation solutions, and integrating financial technologies.
Communicate the Asset-Liability Management agenda to cross-functional stakeholders as a subject matter expert and provide 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.
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