Balance Sheet Management Manager (Market & Solvency Risk) (Finance)

TL;DR

Balance Sheet Management Manager (Finance): Designing and optimizing ALM models for FX and interest rate risk while managing regulatory capital adequacy and compliance with Basel III/IV frameworks with an accent on financial modeling and regulatory reporting. Focus on automating internal ALM processes, quantifying risks, and ensuring data integrity across cross-functional stakeholders.

Location: Onsite in Mexico

Company

A high-tech fintech company challenging the status quo of incumbent finances through innovative financial solutions.

What you will do

• Design, enhance, and optimize ALM models for FX risk and IRRBB in alignment with regulatory standards.
• Manage the regulatory capital adequacy planning process (ICAP) and counterparty large exposures.
• Lead the implementation and automation of regulatory reporting (ACLME) following Basel III/IV and Mexican regulations.
• Identify process gaps and propose automation solutions using cutting-edge financial technologies.
• Serve as a Subject Matter Expert (SME) for ALM, providing guidance to junior members and stakeholders.
• Collaborate with Treasury, FP&A, Accounting, Risk, and IT teams to ensure model accuracy and data integrity.

Requirements

• Must be based in Mexico for office-based work.
• 5+ years of experience in bank Treasury, ALM, risk management, or financial modeling.
• Degree in STEM, Economics, or Finance, or certifications such as CFA, FRM, or AMIB Figura 3, 4, 5.
• Deep knowledge of financial instrument structure, profitability, and valuation.
• Advanced proficiency in Excel (macros, VBA) and SQL.
• English: C1 proficiency required for technical reporting and stakeholder engagement.

Nice to have

• Programming skills in Python for data analysis and model development.

Culture & Benefits

• Commitment to creativity and groundbreaking, innovative solutions.
• Culture of honest feedback and transparent communication.
• Supportive and collaborative team community.
• Recognition and celebration of team achievements.
• High-tech work environment with a revolutionary approach to finance.