Manager - Structural Risk UK

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BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121000 professionals working in multidisciplinary teams with profiles as diverse as financiers legal experts data scientists developers engineers and designers.

As part of the rollout of the structural risk management framework across BBVA SAs key international CIB branches we are seeking to hire a senior profile based in the UK branch to strengthen the capabilities for analysis monitoring and reporting of both liquidity risk and interest rate risk in the banking book (IRRBB) .

This role will provide direct support in the implementation and ongoing evolution of the framework defined by the Risk function adapted to local specificities and will work closely with teams from GRM CIB Holding Finance ALM Treasury and GRM .

About the job:

Key Responsabilities:

• Implement and maintain the liquidity risk metrics framework in the UK branch (e.g. Basic Capacity liquidity stress testing structural gap etc.).

• Participate in the deployment and use of tools for measuring structural risks (liquidity and IRRBB).

• Analyze the behavior and profile of deposits collateral institutional funding and structural balance sheet positions.

• Calculate interpret and report interest rate risk in the banking book (IRRBB) metrics: sensitivity gap economic value regulatory scenarios.

• Conduct stress testing for both liquidity and interest rate risk incorporating business assumptions and regulatory parameters.

• Collaborate with GRM CIB and GRM Holding to adapt the global framework to local requirements ensuring consistency and appropriate structural risk coverage.

• Support business developments (e.g. deposit gathering issuances commercial paper programs) from a structural risk standpoint.

• Participate in regulatory projects internal or external audits and supervisory reviews.

What are we looking for

• Minimum of 5 years of experience in structural risk roles within banking institutions or specialized consulting firms with exposure to international environments.

• Strong knowledge of:

  • Liquidity risk : LCR NSFR Basic Capacity stress testing.

  • IRRBB : sensitivity gap economic value regulatory approaches.

• Proficiency in analytical tools: advanced Excel SQL Python (preferred) and familiarity with balance sheet/liquidity risk systems.

• Comprehensive understanding of bank balance sheets and funding structures.

• Ability to work with complex datasets and generate actionable insights.

• Strong interpersonal skills to interact with global teams (GRM Holding Finance Treasury).

• High level of professional English (minimum C1).

• Demonstrated autonomy proactivity and cross-functional communication skills.

Please note that priority will be given to candidates who are elegible to work in the UK.

Skills:

Required Experience:

Manager