Posted: Thursday, May 11, 2017 5:23 AM
At BBVA, we are working to make banking better for everyone. That is where you come in. We are looking for smart, team oriented people who want to be part of a first:class workforce that gives people the tools they need to meet their financial goals, all while delivering an outstanding client experience. Learn more below.Description/General Summary:The Structural Risk Department is responsible for measuring and monitoring Liquidity and Interest Rate Risk. Liquidity risk is the risk that an institutionA?s financial condition or overall safety and soundness is adversely affected by an inability (or perceived inability) to meet its obligations. Interest Rate Risk measures the exposure of a banks financial condition to adverse movements in interest rates.This senior position will be primarily responsible for methodologies and inputs related to interest rate risk analysis (IRR). This position is also expected to provide support for other Structural Risk areas as well.Primary Duties and Responsibilities:Primary responsibilities for this position include developing and improving the following areas related to interest rate risk:Provide and manage advanced level of data analysis and support related to Interest Rate Risk, ensuring data integrity and data quality.Participate in projects with Head Office and other internal departments.Develop data and analysis related to US and European regulatory teract with the Treasury Department to discuss metrics and exchange information related to Interest Rate Risk.Provide presentation materials for high:level committees.Work in the development, improvement and validation of input assumption models with the Model Validation and Model Governance departments.Give support to the Liquidity Risk Area.Preferred Capabilities:Quickly develop an expert knowledge of BancWare and other financial models. Possess familiarity with quantitative methods and competence in statistical analysis. Analyze effects of various economic conditions on the IRR position. Use alternative reporting tools to develop new reports for IRR. Assist corporate planning in development of new reports. Assess the ALM model and develop additional models to enhance functionality. Serve as secondary contact in other Structural Risk functions, such as calculating and monitoring liquidity, security valuation, and hedge effectiveness.Requirements:BachelorA?s degree in Mathematics, Finance, Business or related field required.MasterA?s degree in Finance, Business Administration or related field required. Other certifications such as CFA may be considered in lieu of a materA?s degree.Minimum 4 years experience in the financial industry (Banking preferred) with advanced knowledge of financial products and financial statements.ALM software (BancWare/QRM) experience required.Proficiency in Microsoft Access, Microsoft Excel (vlookups, pivot tables, macros) and PowerPoint required; experience with SQL is preferred.Must be able to multi:task and demonstrate strong analytical/problem:solving skills with a high level of attention to detail.Must be a quick learner, self:motivated, work with minimal supervision, have the ability to influence others and be a team player.Must be comfortable learning to work with new financial software systems and databases.Spanish language skill preferred.
• Location: Birmingham
• Post ID: 19022168 birmingham