Asset Liability Manager- Senior Vice President
Core
Leading liquidity management, interest rate risk oversight, and funding strategy for BBVA NY Branch and BBVA Securities Inc.
Role type
Senior individual contributor Asset Liability Manager (SVP)
Builds
Liquidity metrics, cash flow projections, and funding programs (Yankee CDs, Commercial Paper)
Domain
Banking / Financial Services / Treasury
Deliverable
production ML models | dashboards & analysis | client delivery
Required skills
Asset Liability Management, Liquidity Risk, Interest Rate Risk, Balance Sheet Management, Cash Flow Forecasting, Regulatory Compliance, Process Automation, Market Intelligence, Strategic Analysis
Preferred skills
ALM/IRRBB systems (ALQUID, QRM, Murex), Bloomberg, Python, R, SQL, Financial Modeling
Technologies
ALQUID, QRM, Bancware, Murex, Bloomberg, STAR, MIDAS, Python, R, SQL
Responsibilities
Oversee daily liquidity management and interest rate risk; Own cash flow projections and liquidity metrics; Drive forecasting methodology improvements; Partner with Risk to enhance IRR models; Provide strategic input on funding and balance sheet optimization; Manage funding programs (Yankee CDs, CP); Engage with market participants; Automate ALM processes; Deliver analysis to senior management and ALCO committees
Seniority
Senior, hands-on IC
