Balance Sheet Management Manager (Market & Solvency Risk)

<p>ALM &amp; Treasury team:</p> <p>&nbsp;</p> <p><strong>Challenges that await you:</strong></p> <ul> <li>Design, enhance, and optimize ALM (Asset-Liability Management) models for FX risk, IRRBB, ensuring alignment with evolving regulatory and market standards.&nbsp;</li> <li>Play pivotal role in regulatory capital adequacy planning process (ICAP), counterparty large exposures management, as well as in quantifying and hedging FX &amp; interest rate risks</li> <li>Lead the implementation and automation of regulatory reporting (ACLME), ensuring compliance with Mexican financial regulations and Basel III/IV frameworks.&nbsp;</li> <li>Enhance internal ALM processes by identifying gaps, proposing automation solutions, and integrating cutting-edge financial technologies</li> <li>Act as a subject matter expert (SME) by communicating ALM agenda to cross-functional stakeholders and methodological guidance to junior team members</li> <li>Collaborate with Treasury Front and Back offices, Capital markets, FP&amp;A, Accounting, Risk management, product teams and IT tribes to ensure data integrity, model accuracy, and regulatory adherence</li> </ul> <p><strong>What makes you a great fit:</strong></p> <ul> <li>&nbsp;Fluent in English with strong communication skills for technical reporting and stakeholder engagement</li> <li>&nbsp;5+ years of experience in bank Treasury, ALM, risk management, or financial modeling</li> <li>Degree in STEM, Economics, or Finance, or recognized certifications such as CFA, FRM, AMIB Figura 3, 4, 5.</li> <li>&nbsp;Deep knowledge of financial instruments (structure, profitability, valuation)</li> <li>Strong quantitative and programming skills, including advanced proficiency in Excel (macros, VBA), SQL, and Python for data analysis and model development is a plus</li> <li>&nbsp;Proven ability to take ownership of tasks, ready to roll up your sleeves, act independently and work collaboratively in a high-paced, analytical environment</li> </ul> <p><strong>Our ways of working:</strong></p> <ul> <li><strong>Innovative Spirit:</strong> A commitment to creativity and groundbreaking solutions</li> <li><strong>Honest Feedback:</strong> valuing open, transparent communication</li> <li><strong>Supportive Team:</strong> a strong, collaborative community</li> <li><strong>Celebrating Achievements: </strong>recognizing our wins together</li> <li><strong>High-Tech Environment:</strong> a team full of smart and revolutionary people who date to challenge the status quo of incumbent finances</li> </ul>