Excited to grow your career?
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 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.
The Global Markets Risk Unit (GMRU) is part of CIB Risk and oversees the monitoring and management of market and counterparty risks for Global Markets. The team ensures the correct valuation and risk measures of derivatives and Securities Financing Transactions (SFTs) portfolios in compliance with IFRS13 (Fair Value), the CRDV capital requirements directiveand the internal rules and procedures of the BBVA Group.
About the job:
Join the Global Markets Risk Unit (GMRU) within CIB Risk to support the risk measurement of financial instruments. This role focuses on the admission of singular transactions, calculation of valuation adjustments (XVA), and counterparty risk monitoring.
Main responsibilities:
Manage the admission of singular Global Markets transactions that require prior approval from the risk unit.
Conduct ex-ante financial risk assessments, taking into accounta ny valuation, contractual and regulatory specificities ofeach proposal.
Calculate therisk-adjusted transaction returns (RoRC, RAROEC,...) and ensure alignment with existing risk limit frameworks.
Prepare the necessary documentation for the defense of proposals before the relevant Risk Committees.
Collaborate on monthly reporting of admission activities, maintaining approval statistics and efficiency KPIs.
What are we looking for?
Academic background in Finance, Economics, Mathematics, or a related field.
At least 2 years of experience in trading, deal structuring, or market/counterparty risk management.
Proficiency in risk modeling tools and software (e.g., VBA, Python, R, or similar).
Working knowledge offinancial regulation.
Full professional proficiency in English and Spanish ( Level B2+ or higher).
S trong analytical, communication, and problem-solving skills.
Please note that priority will be given to candidates who are eligible to work in the UK.
Skills:
Collaboration, Market Risk, Mathematical Finance, Risk Management, Statistics
At BBVA we are leading the transformation of banking worldwide, united in pursuing our goal of bringing the age of opportunity to everyone. Firmly focused on the future, our on-going digital transformation is already producing disruptive innovations that power our vision of banking.
Every one of our 121,486 employees, from branch staff to senior leaders, plays an essential role in giving our 71.5 million customers the cutting edge banking solutions that they deserve. Building on 166 years of history we know the importance of constant development, which is why we place so much confidence in the collaborative working environment that enables our people to grow and excel.
If you would like to learn about the culture and opportunities on offer at a company that is leading the way for 21st century banking, head to the ‘Life’ tab to find out more.
