Market Risk Analyst

Empresa : Bbva

Tipo de Emprego : Periodo Integral

2Jx8+25, São Paulo - Sp Brazil

Número de Aplicantes

000+

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Descrição do Emprego - Market Risk Analyst

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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.

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

About the job:

We're looking for a professional to join the market risk team at BBVA Brazil, ensuring monitoring and reporting of risks associated with the institution's activities. The ideal candidate will have experience with risk monitoring metrics, pricing, PnL attribution analysis and understanding of Brazilian regulatory requirements related to market and liquidity risks.

Key responsibilities

- 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 analysis by risk factors

- Ensure compliance with Brazilian regulatory requirements

- Enhance/automate daily reporting processes

- Perform ad hoc analysis/simulations

Requirements

- Bachelor's 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)

- Proficiency in 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

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Market Risk Analyst

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