Market Risk Analyst

São Paulo - Brazil

Monthly Salary: Not Disclosed

Posted on: 2 days ago

Vacancies: 1 Vacancy

Job Summary

Excited to grow your career

BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121000 professionals working in multidisciplinary teams with profiles as diverse as financiers legal experts data scientists developers engineers and designers.

The Market Risk area is responsible for monitoring and reporting of risks associated with the institutions trading activities.

About the job:

Were looking for a professional to join the market risk team at BBVA Brazil ensuring monitoring and reporting of risks associated with the institutions activities. The ideal candidate will haveexperience with risk monitoring metrics pricing PnL attribution analysis and understanding of Brazilian regulatory requirements related to market and liquidity risks.

Keyresponsibilities

- Monitor and report market and liquidity risk exposures ensuring adherence to internal limits and regulatory requirements

- Perform pricing validation of new products

- Perform PnL attribution analysisby risk factors

- Ensure compliance with Brazilian regulatory requirements

- Enhance/automate daily reporting processes

- Perform ad hoc analysis/simulations

Requirements

- Bachelors or Master degree in Finance Economics Mathematics Engineering or related fields

- 5 years of experience in market/liquidity risk management in a financial institution

- Knowledge of fixed income FX and derivatives

- Experience with yield curves construction/validation

- Experience with backtesting/stress testing reporting

- Experience with market and liquidity risk related regulatory reports (DDR DRM DRL)

- Proficiencyin Python VBA or other programming languages for risk analytics

- Fluent in english. Spanish is a plus.

Skills:

Backtesting Derivatives Liquidity Risk Market Risk Microsoft Access VBA Programming Languages Risk Analytics Risk Management

Required Experience:

Excited to grow your careerBBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121000 professionals working in multidisciplinary teams with profiles as diverse as financiers legal experts...