Balance Sheet Management Manager
Posted 2 Jul 2025
Advertised as “Balance Sheet Management Manager (Market & Solvency Risk)”
BranchFactor Summary
The original posting with the fluff stripped out
- Expected experience
- 5+ yrs
- Management level
- Individual contributor
Compensation
No salary listed for this role.
Role speciality
Asset Liability ManagementForeign Exchange RiskInterest Rate RiskMarket RiskRegulatory Capital AdequacySolvency Risk
Useful technologies
ExcelPythonSQLVBA
Preferred qualifications
CertificationsCfa, FRM, AMIB Figura 3
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 integrity, model accuracy, and regulatory adherence
What makes you a great fit:
- Fluent in English with strong communication skills for technical reporting and stakeholder engagement
- 5+ years of experience in bank Treasury, ALM, risk management, or financial modeling
- Degree in STEM, Economics, or Finance, or recognized certifications such as CFA, FRM, AMIB Figura 3, 4, 5.
- Deep knowledge of financial instruments (structure, profitability, valuation)
- Strong quantitative and programming skills, including advanced proficiency in Excel (macros, VBA), SQL, and Python for data analysis and model development is a plus
- Proven ability to take ownership of tasks, ready to roll up your sleeves, act independently and work collaboratively in a high-paced, analytical environment
Our ways of working:
- Innovative Spirit: A commitment to creativity and groundbreaking solutions
- Honest Feedback: valuing open, transparent communication
- Supportive Team: a strong, collaborative community
- Celebrating Achievements: recognizing our wins together
- High-Tech Environment: a team full of smart and revolutionary people who date to challenge the status quo of incumbent finances