Balance Sheet Risk Analytics Senior Vice President
Core
Quantitative analysis and oversight of Interest Rate Risk in the Banking Book (IRRBB) and liquidity/funding risk for BBVA New York Branch and BBVA Securities Inc.
Role type
Senior Vice President, Structural Risk Analytics
Builds
Risk analysis materials for governance forums (ALCO), automated monitoring macros, and stress testing scenarios
Domain
Banking / Financial Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
Liquidity Risk analysis, Structural Balance Sheet Risk modeling, NII/EVE sensitivity analysis, stress testing, Python, VBA, R, SQL, ALQUID, QRM, Bancware, Murex
Preferred skills
FRM certification, CFA certification, Master's degree
Technologies
Python, VBA, R, SQL, ALQUID, QRM, Bancware, Murex
Responsibilities
Monitor and assess balance sheet risk profile across liquidity, funding, and structural interest rate metrics; Assess drivers of interest rate and liquidity risk including funding dynamics and repricing profiles; Review and challenge key assumptions and governance frameworks related to liquidity risk and IRRBB; Contribute to preparation of risk analysis for governance forums; Ensure adherence to internal risk governance standards and regulatory expectations; Improve monitoring processes by developing new macros and automated solutions
Seniority
Senior Vice President, hands-on IC
