Market Risk Monitoring Associate
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At GMRU, we are responsible for measuring and monitoring market and counterparty risk and for assessing Global Markets activity. In the Monitoring and Model Challenge team, specifically, we focus on monitoring all market and counterparty risks in different countries, including Garanti, and we centralise GMRU's reporting to senior management and regulators/supervisors. We also monitor limits, calculate issuer risk, monitor the Volcker Rule framework, among other functions. We also challenge Global Markets position valuations and monitor and analyse Backtesting of the VAR model and P&L Attribution.
About the job:
Main Responsibilities and Tasks:
- Calculation and analysis of issuer risk for the BBVA SA and CPM trading portfolio. Support for the credit business and monitoring measurement frameworks for this activity.
- Monitoring & Reporting: Monitoring and consolidating market and counterparty risk information for the BBVA Group to prepare regulatory and senior management reports.
- Monitoring limits, alerts, and exceeded limits, including the Volcker Rule. Consolidation and analysis of capital in BBVA Group market activities, as well as RAROEC (profitability analysis).
- Participation in CIB SDA projects linked to Credit Solutions or initiatives within the Global Credit or BCBS239 framework, as the role will involve SLO functions related to market and counterparty risk holding processes.
- Programming and process development skills (primarily in Python) and the ability to work with a significant amount of data from different systems and perform data analytics are essential for the position.
What are we looking for?
Academic Background and Previous Experience:
- Qualifications: Bachelor's or Bachelor's + Master's degree in Economics, Business Administration and Management, or technical qualifications: Mathematics, Engineering, etc.
- At least 3 years in the financial sector, with knowledge of financial markets and products, preferably.
- Programming skills (mainly Python; secondary skills: SQL, R) and advanced MS Office user skills (Excel, Word, PowerPoint) are essential.
- Knowledge of Global Markets applications (Murex/STAR) and the ability to analyse database information (SQL, Big Data) are desirable.
Languages:
- English B2 (C1 preferred).
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