Market & Liquidity Risk Senior Analyst
Market & Liquidity Risk Senior Analyst
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Job Description
About Us
Nu was born in 2013 with the mission to fight complexity to empower people in their daily lives by reinventing financial services. We are one of the worlds largest digital banking platforms serving millions of customers across Brazil Mexico and Colombia. For more information visit our institutional page.
About the Market & Liquidity Risk team
The market and liquidity risk team is responsible for ensuring that the market and liquidity risks assumed by Nubank are within the parameters established in our risk appetite statement (RAS) as well as for producing information for regulatory reporting. We work very closely with the business areas supporting decision-making processes.
As a Market & Liquidity Risk Senior Analyst youre expected to
- Translate risk management business needs to concrete processes models and tools that solve problems.
- Automatize activities to make more efficient the market and liquidity risk procedures.
- Present results of data analysis to different audiences.
- Develop the process to create and manage the market and liquidity risk framework for Colombia including the extraction of information of different sources the validations of consistency the cleaning of the data and the reports that support decision making.
- Refine and improve the process and tools to calculate and manage the risk metrics (RAS IRL CFEN DVO1 VaR etc.) including the validations of consistency and the reports that support decision making.
- Create metrics and dashboards that work as early alerts and decision-making tools.
- Show a highly analytical profile for financial and risk analysis.
- Ensure sustainable business growth by working closely with the first line of defense with a deep understanding of the business.
- Ensure our portfolios have a risk profile consistent with the defined risk policies.
- Raise awareness of risks to the company.
We are looking for a Market & Liquidity Risk Senior Analyst who has
- Bachelors degree in Engineering Economics Math Statistics Physics or related fields.
- 4-5 years of experience in similar job positions managing Market & Liquidity Risk in the Colombian capital markets.
- High analytical/quantitative profile for risk / pricing analysis.
- Deep knowledge of market risk models (Value at Risk Risk Factor Sensitivities) Liquidity Risk Counterparty Risk and financial instruments pricing techniques.
- Good coding skills (SQL Python R Scala or other similar programming languages will be considered an advantage).
- Advanced or fluent English level and familiarity with technical market risk terminology.
- Experience using data to answer questions.
- Develop and communicate ideas to different stakeholders.
The position is based in Bogot Colombia.
Core Benefits:
- Equity at Nubank
- Health insurance
- Vacations of 15 workdays
- Nu Language - Language learning program
- Parental leaves
Diversity and Inclusion at Nu
We want to build products and experiences for everyone who wants to take back control over their finances thats why we build strong and diverse teams that rise up to the challenge. We are a team of the most creative people in technology and we hire under equal opportunity irrespective of gender ethnicity religion sexual orientation or background. We are proud to say that 30% of our team recognize themselves as part of the LGBTQ community and 40% of our team identify as women in all positions and seniority levels. We are a very process-light organization that values human interactions and that is a very important part of our culture. At nu everyone has the opportunity to speak up and participate grow and share ideas.
Nubank continues to hire for all open roles all interviewing and onboarding is done virtually. Everyone new to the team and our current staff will be working from home for 7-8 weeks and 1 at the office (Bogot).
Required Experience:
Senior IC
Employment Type
Full Time
