Job Description
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 inte...