Balance Sheet Management Manager (Market & Solvency Risk)

The role

This person will design and optimize ALM models for FX risk and IRRBB. They will lead regulatory reporting implementation and collaborate with various departments to ensure data integrity and regulatory adherence.

What you will do

• Design, enhance, and optimize ALM models for FX risk and IRRBB.
• Play a role in regulatory capital adequacy planning, counterparty large exposures management, and quantifying and hedging FX and interest rate risks.
• Lead the implementation and automation of regulatory reporting.
• Enhance internal ALM processes by identifying gaps and proposing automation solutions.
• Act as a subject matter expert by communicating the ALM agenda and providing methodological guidance to junior team members.
• Collaborate with Treasury, Capital markets, FP&A, Accounting, Risk management, product teams and IT tribes.

Required qualifications

• Fluent in English
• 5+ years of experience in bank Treasury, ALM, risk management, or financial modeling
• Degree in STEM, Economics, or Finance, or recognized certifications such as CFA, FRM, AMIB Figura 3, 4, 5
• Deep knowledge of financial instruments (structure, profitability, valuation)
• Strong quantitative and programming skills, including advanced proficiency in Excel (macros, VBA), SQL, and Python for data analysis and model development is a plus

Nice to have

• Strong quantitative and programming skills, including advanced proficiency in Excel (macros, VBA), SQL, and Python for data analysis and model development

About the company

platacard is a high-tech environment with a team of smart and revolutionary people.