BBVA

Balance Sheet Risk Analytics Senior Vice President

New York · Exec · Contract

Work authorization required$180k-$200kDetected 30 days ago

PythonSQLData AnalysisComputer VisionAccessibilityLoad TestingRisk ModelingCFA

About the role

The position will work closely with Treasury, ALM and Finance teams, providing analytical insights and independent challenge on balance sheet positioning, hedging strategies and IRRBB and liquidity risk modelling assumptions.
Monitor and assess the bank's balance sheet risk profile across liquidity, funding and structural interest rate risk metrics, including LCR, NSFR, NII and EVE sensitivity measures.
Assess the drivers of interest rate and liquidity risk across the balance sheet, including funding dynamics, repricing profiles and earnings sensitivity.

Improve monitoring processes by developing new macros and other automated solutions and modifying existing ones.
Practical experience working with analytical tools and coding languages such as Python, VBA, R or SQL to support data analysis, reporting and process efficiency initiatives across Liquidity Risk and IRRBB activities.
We support our clients in the energy transition and are committed to inclusive growth.
The position requires being comfortable with quantitatively issues, willing to work at the detailed level and be a producer of high quality and insightful output, and building effective relationships with support areas.

Experience & Skills 8-12 years of experience in financial risk management within banking.
Advance experience with systems such as ALQUID, QRM, Bancware, Murex, or similar platforms.
a Master's degree is preferred.

Policy Statement The contractor will not discharge or in any other manner discriminate against employees or applicants because they have inquired about, discussed, or disclosed their own pay or the pay of another employee or applicant.
With regard to employment, this policy extends to applicants and covers our recruiting, hiring, promotion, transfer, demotion, discipline, termination, benefits, compensation and training practices as well as social and recreational activities.
Leave your resume We are more than 121,000 colleagues across 25 countries, working in multidisciplinary teams where we understand the importance of work-life balance.
With respect to this position in our New York Office, the expected base salary ranges from $180,000 to $200,000.
Salary offers are based on a wide range of factors including relevant skills, training, experience, education, and, where applicable, certifications obtained.
In addition to salary and a generous employee benefits package, successful candidates are eligible to receive a discretionary bonus. *Employment eligibility to work with BBVA in the U.S. is required as the company will not pursue visa sponsorship for these positions Legal requirements It is not typical for offers to be made at or near the top of the range.

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 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.
Overview We are seeking a VP / Senior Manager to support the quantitative analysis and oversight of Interest Rate Risk in the Banking Book (IRRBB) and liquidity/funding risk within Structural Risk function for both BBVA New York Branch and BBVA Securities Inc.

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View the "EEO is the Law" & "View the EEO is the Law Supplement Poster" poster.
BBVA USA, BBVA Securities, Inc., and BBVA NY are equal opportunity and affirmative action employer.

In addition to salary and a generous employee benefits package, successful candidates are eligible to receive a discretionary bonus. *Employment eligibility to work with BBVA in the U.S. is required as the company will not pursue visa spons

This listing is sourced directly from BBVA's careers page and normalized into a canonical job model.