Posted 10 days ago

Balance Sheet Management Manager (Market & Solvency Risk)

Mexico City

AI Summary

Manages balance sheet strategies, ALM, and market/solvency risk for the treasury team. Designs and optimizes ALM models, leads regulatory capital planning and reporting, and coordinates cross‑functional stakeholders.

About this role

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 stakeholder engagement
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
Proven ability to take ownership of tasks, ready to roll up your sleeves, act independently and work collaboratively in a high-paced, analytical environment

Our ways of working:

Innovative Spirit: A commitment to creativity and groundbreaking solutions
Honest Feedback: valuing open, transparent communication
Supportive Team: a strong, collaborative community
Celebrating Achievements: recognizing our wins together
High-Tech Environment: a team full of smart and revolutionary people who date to challenge the status quo of incumbent finances