Balance Sheet Risk Analytics Senior Vice President

Overview

We are seeking a Senior Manager to support the quantitative analysis and oversight of Interest Rate Risk in the Banking Book (IRRBB) and liquidity/funding risk within Structural Risk function for both BBVA New York Branch and BBVA Securities Inc.

This role will focus (1) on the analytics and modelling of structural balance sheet risk, including the analysis of NII and EVE sensitivities, behavioral assumptions and interest rate stress scenarios: and (2) on the monitoring of liquidity risk for the entities running daily report, periodic liquidity stress testing and providing buffer recommendation to the treasury desk.

The position will work closely with Treasury, ALM and Finance teams, providing analytical insights and independent challenge on balance sheet positioning, hedging strategies and IRRBB and liquidity risk modelling assumptions.

The position requires being comfortable with quantitatively issues, willing to work at the detailed level and be a producer of high quality and insightful output, and building effective relationships with support areas.

Key Responsibilities

• Monitor and assess the bank’s balance sheet risk profile across liquidity, funding and structural interest rate risk metrics, including LCR, NSFR, NII and EVE sensitivity measures.
• Assess the drivers of interest rate and liquidity risk across the balance sheet, including funding dynamics, repricing profiles and earnings sensitivity.
• Review and challenge key assumptions, methodologies and governance frameworks related to liquidity risk and IRRBB measurement.
• Contribute to the preparation of risk analysis and materials for governance forums, including ALCO.
• Ensure adherence to internal risk governance standards and relevant regulatory expectations related to liquidity and structural balance sheet risk.
• Improve monitoring processes by developing new macros and other automated solutions and modifying existing ones. Coordinate with IT and Methodology areas as needed.
• Participate in internal/external audits by providing necessary information and reports.

Experience & Skills

• 8–12 years of experience in financial risk management within banking.
• Strong background in Liquidity Risk, Structural Balance Sheet Risk or Treasury Risk, including hands-on experience analyzing liquidity metrics, NII/EVE sensitivities and stress testing scenarios.
• Solid understanding of global markets products and their impact on liquidity and interest rate risk.
• Practical experience working with analytical tools and coding languages such as Python, VBA, R or SQL to support data analysis, reporting and process efficiency initiatives across Liquidity Risk and IRRBB activities.
• Advance experience with systems such as ALQUID, QRM, Bancware, Murex, or similar platforms.
• Experience reviewing modelling assumptions, including deposit behavior and balance sheet dynamics.
• Strong analytical skills and ability to translate quantitative analysis into clear insights for senior stakeholders.

Education

• A U.S. Bachelor's degree (or equivalent) in Mathematics, Engineering, Economics, Finance, or another quantitative discipline is required; a Master's degree is preferred.
• Professional certifications such as FRM or CFA are a plus.

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 $180,000 to $200,000. 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