Balance Sheet Management Manager (Market & Solvency Risk)

ALM & Treasury team:

 

Challenges that await you:

• Design, enhance, and optimize ALM (Asset-Liability Management) models for FX risk, IRRBB, ensuring alignment with evolving regulatory and market standards. 
• Play pivotal role in regulatory capital adequacy planning process (ICAP), counterparty large exposures management, as well as in quantifying and hedging FX & interest rate risks
• Lead the implementation and automation of regulatory reporting (ACLME), ensuring compliance with Mexican financial regulations and Basel III/IV frameworks. 
• Enhance internal ALM processes by identifying gaps, proposing automation solutions, and integrating cutting-edge financial technologies
• Act as a subject matter expert (SME) by communicating ALM agenda to cross-functional stakeholders and methodological guidance to junior team members
• Collaborate with Treasury Front and Back offices, Capital markets, FP&A, Accounting, Risk management, product teams and IT tribes to ensure data integrity, model accuracy, and regulatory adherence

What makes you a great fit:

•  Fluent in English with strong communication skills for technical reporting and stak