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
