Market Risk Manager

BBVA is a global company with more than 160 years of history, operating in over 25 countries, serving more than 80 million customers. We are a team of over 121,000 professionals with diverse profiles, including financiers, legal experts, data scientists, developers, engineers, and designers.

Learn more about the area :

GMRU is the area within GRM CIB responsible for the valuation and management of market and counterparty risks related to derivatives and SFT trading activities of BBVA SA, in accordance with IFRS13 (Fair Value) standards and CRD V capital requirements.

Within GMRU - Global Admission, Valuation & ESG, we primarily handle the valuation of all positions classified as Fair Value for BBVA SA and possess discipline-specific competencies across the BBVA Group.

This involves :

• Defining valuation criteria for Trading Book and Banking Book portfolios not at amortized cost.
• Metrics for Prudent Valuation (AVA).
• Metrics for deductions due to proprietary trading.
• Hierarchical valuation metrics according to IFRS13 (Levelling).
• Applying Independent Price Verification (IPV).
• Liquidity framework.

About the job :

The main responsibilities include :

Qualifications :

Skills :

Customer Targeting, Empathy, Ethics, Innovation, Proactive Thinking

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J-18808-Ljbffr