MARKET RISK HEAD FOR SAO PAULO, BRAZILApply remote type Hybrid locations BBVA INVESTIMENTO BRASILTime type Full timePosted on: Posted YesterdayTime left to apply: End Date: April 27, 2025 (16 days left to apply)Job requisition id: JR00070294Excited 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.We're looking for a professional to manage market risk at BBVA Brazil, ensuring monitoring, modeling, and control of risks associated with the institution's trading activities. The ideal candidate will have experience with quantitative risk metrics, PnL attribution analysis, and regulatory and compliance, with a strong understanding of Brazilian regulations (BCB, CVM, Basel III).The role requires close collaboration with trading desk and global market risk teams to build and enhance risk controls.About the job:Key responsibilitiesMonitor and analyze market risk exposures across different asset classes, ensuring adherence to internal limits and regulatory requirements.Develop and enhance risk models including VaR, Stress VaR, sensitivities, stress testing, and scenario analysis.Perform PnL attribution analysis to explain daily trading results, breaking down contributions from risk factors.Ensure compliance with Brazilian regulatory requirements.Work closely with trading desk to assess new products, risk factors, and hedging strategies, ensuring proper risk measurement and control.Prepare reports for senior management, committees, and regulatory authorities explaining key drivers and market trends.Engage with regulators, auditors, and other stakeholders on risk-related matters.RequirementsBachelor's or Master's degree in Finance, Economics, Mathematics, Engineering, or related fields.10+ years of experience in market risk management in a financial institution.Strong knowledge of fixed income, FX, derivatives, and structured products.Experience with risk modeling, PnL attribution methodologies, and regulatory frameworks.Proficiency in Python, VBA, or other programming languages for risk analytics.Fluent in English. Spanish is a plus.Skills: Customer Targeting, RiskMetrics, Risk-TakingSend your CVDon’t miss any opportunity and upload your CV! You will join our Talent Community so that we can send you future opportunities that match your profile.We are more than 121,000 colleagues across 25 countries, working in multidisciplinary teams where we understand the importance of work-life balance. We support our clients in the energy transition and are committed to inclusive growth. We are pioneers in adopting disruptive technologies that will shape the financial industry. Dare to define the future of banking!
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