Liquidity and Market Risk Manager

hace 2 semanas


Ciudad de México, Ciudad de México Bank of China A tiempo completo

Position/Job Purpose

Requested a person who is charge of liquidity, market, solvency risk in the daily calculation and monitoring activities.

Key Roles and Responsibilities

Market Risk:

  • Market risk implementation (policies, methodology, monitoring)
  • VAR calculation
  • Daily monitoring.
  • Regulatory reports
  • Liquidity Risk
  • LCR Calculation
  • NSFR Calculation
  • ACLME Calculation
  • Manage HQLA
  • Stress test
  • Regulatory reports

Solvency Risk

  • ICAP calculation
  • Stress test
  • LR calculation
  • Regulatory reports

Experience and Knowledge

  • 5 Experience in financial institutions
  • Major: Economic, Finance, Mathemathics
  • Familiar with Banxico regulation
  • Strong Excel skills (short test will be prepared)
  • Prepared presentation to Risk Committee
  • Design and execute stress test and adverse scenarios
  • Assess the impact of new products
  • Interaction with internal, external auditors as well Banxico and CNBV
  • Prepared Capital Adequacy Stress Test (ESC)
  • Detail oriented
  • Problem solving
  • Language: English - advanced

We Offer

  • Competitive Salary according to market conditions
  • Banking Benefits
  • Development in a multicultural environment


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