Liquidity and Market Risk Manager
hace 2 semanas
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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