Credit Risk Analyst

Asset & Liability Management Analyst

Location

Luxembourg, Luxembourg

About BTG Pactual

BTG Pactual Europe S.A. is part of BTG Pactual Group, the largest investment bank in Latin America, delivering specialized services in Wealth Management, Asset Management, Investment Banking, Corporate Lending and Sales & Trading. Since its creation in 1983, BTG Pactual Group has adopted a meritocratic partnership culture, with a focus on its customers, excellence and a long-term vision. BTG Pactual currently employs over 7,000 people in offices across Brazil, United States, Luxembourg, UK, Portugal, Spain, Mexico, Colombia, Chile, Peru and Argentina. Our group combines a solid balance sheet, state of the art technology and is ready to offer a global advisory service to protect and grow your wealth. BTG Pactual Europe is a credit institution based in Luxembourg, supervised by the Commission de Surveillance du Secteur Financier (CSSF). The bank places particular emphasis on serving European clients who maintain financial or economic connections with South America. For more information visit www.btgpactual.com.

The role

We are looking for a dynamic Asset & Liability Management Analyst to join an international team of professionals in our Luxembourg office on a full-time permanent basis. You will be working alongside our global offices and in frequent communication with international teams.  The successful candidate will have a great motivation for learning, be curious with a great capability to adapt in fast-paced and multicultural environment and a hands-on approach.

The ALM Analyst is responsible for monitoring, analyzing, and managing the financial institution’s asset and liability structure to optimize liquidity, interest rate risk, and capital adequacy. This role supports the development of strategies to maintain a balanced financial portfolio in line with the organization’s risk appetite and regulatory requirements. The ALM Analyst contributes to financial sustainability and long-term planning by providing critical insights and reports to senior management.

Roles and Responsibilities

• Tool Development: Develop analytical tools to support decision-making for managing the GAP between the bank’s assets and liabilities.


• Pricing Controls: Develop controls for transfer pricing allocation.


• Risk Analysis: Assess interest rate risk, liquidity risk, and other balance sheet risks.


• Reporting: Generate cash, liquidity, balance sheet, PnL and market reports, ensuring data accuracy and compliance.


• Compliance Monitoring: Ensure compliance with roadmap limits.


• Policy Development: Assist in the creation and implementation of ALM policies, procedures, and guidelines


• Monitoring: Regularly track and evaluate key financial metrics such as Net Interest Margin (NIM), Liquidity Coverage Ratio (LCR), and funding gaps.


• Collaboration: Work closely finance, and risk management teams to align ALM strategies with broader organizational goals.

Personal Qualities required

• Fluent in English (additional European language is a plus)


• Analytical Mindset and Problem-Solving Skills


• Communication style that will enhance credibility and create trust with internal stakeholders


• Ability to thrive in an internal culture that points to innovation, customer service, internal partnership, and entrepreneurship.


• Team player capable of working effectively with various business partners and senior stakeholders. International mindset.


• Operate with high level of integrity and risk awareness.

Skills & Experience

• Bachelor's degree in finance, economics, accounting, engineer or a related field


• Good knowledge to Microsoft office /365 tools (Excel, Power point, Word).


• knowledge of any programming tool (Python, C++, Java), SQL, Visual Basic, and data modeling is highly appreciated.


• General knowledge of financial markets and fixed-income products.