Asset Liability Management Senior Analyst

Department Overview

The Asset Liability Management (ALM) team is part of the Corporate & Investment Banking (CIB) USA Finance department. ALM plays a critical role in Liquidity Management (Treasury) and Capital Management for BBVA’s U.S. operations. The team ensures effective monitoring and optimization of liquidity, capital, and interest rate risk, partnering closely with Risk, Front Office, and Global Transactional Banking teams, while meeting both regulatory and internal requirements.

The CIB USA Finance team is responsible for planning/budgeting of the CIB business in order to properly forecast and track the results and provide the necessary support to management to monitor the business and make strategic decisions. In addition, the team is in charge of the accounting and regulatory reporting of two legal entities (BBVA NY Branch and BBVA Securities Inc), and of the Procurement and Cost management functions. Finance USA is also currently responsible for the ALCO of the BBVA NY Branch.

Position Summary

The ALM Senior Analyst will support the daily liquidity and interest rate risk management of BBVA New York Branch (NY Branch) and BBVA Securities Inc. (BSI). This role involves producing daily, monthly, and annual cash flow analyses and regulatory reports, while enhancing operational processes through automation and efficiency improvements.

On the capital side, the analyst will contribute to building infrastructure and processes for capital analysis and optimization, monitor client profitability, and participate in ad hoc scenario analysis. This position requires working with quantitatively complex issues, producing accurate and insightful outputs, and building strong relationships with both internal and external stakeholders.

Key Responsibilities

Liquidity & Interest Rate Risk Management

• Analyze positions and portfolios with respect to liquidity and capital across products and clients.
• Prepare and distribute daily and monthly liquidity cash flow reports, including minimum buffer requirements in line with Risk recommendations.
• Perform cash flow back-testing and exception reporting to improve daily forecasts.

Capital Management & Reporting

• Support the development of databases, infrastructure, and processes for capital analysis and optimization.
• Actively monitor client profitability throughout the lifecycle of transactions.
• Prepare and distribute periodic management reports, review deal bookings, and investigate discrepancies.

Process Improvement & Automation

• Enhance daily monitoring processes by developing new macros, scripts, and automated solutions.
• Identify opportunities for efficiency, accuracy, and scalability across reporting and analytical processes.

Complexity and Risk

This role requires delivering high-quality output under strict deadlines. Reports and analyses produced are reviewed by senior management and external regulators, demanding consistent accuracy, attention to detail, and sound understanding of underlying risks.

Qualifications

Education:

• Bachelor’s degree in Economics, Finance, Mathematics, Statistics, Business, Engineering, or a similar quantitative discipline.

Experience:

• Minimum of 3 years of professional experience in the financial sector, preferably in treasury, global market or risk management.

Technical Skills:

• Advanced computer skills, including Python, Visual Basic (VBA), and other programming languages (C , Matlab, etc.).
• Expert-level Excel user; experience with Google Sheets.
• Familiarity with visualization and dashboard tools such as Tableau.

Core Competencies:

• Strong quantitative and analytical skills with attention to detail.
• Ability to manage multiple projects independently.
• Effective communication and interpersonal skills to partner across teams.
• Comfortable working in a fast-paced environment with tight deadlines.

Other Details

• Management Responsibilities: None
• Location: New York, NY
• Reporting Line: Reports to the Head of ALM, CIB USA Finance

All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

With respect to this position in our New York Office, the expected base salary ranges from $80,000 to $105,000. It is not typical for offers to be made at or near the top of the range. Salary offers are based on a wide range of factors including relevant skills, training, experience, education, and, where applicable, certifications obtained. Market and organizational factors are also considered. In addition to salary and a generous employee benefits package, successful candidates are eligible to receive a discretionary bonus.

*Employment eligibility to work with BBVA in the U.S. is required as the company will not pursue visa sponsorship for these positions