Role Mission :
Provide specialized support in the implementation of liquidity risk and ALM methodologies,
delivering quantitative analysis, stress testing, gap management, and automation of regulatory
indicators. The role has direct impact on Treasury and Risk Committee decision-making, ensuring
regulatory compliance and financial resilience.
Detailed Responsibilities
- Monitor and calculate regulatory liquidity indicators (LCR, NSFR) and structural metrics (IRRBB).
- Design and execute liquidity stress tests across multiple scenarios, including funding shocks,
deposit outflows, and regulatory requirements.
Develop and maintain tools for liquidity gap management and short-term forecasting.Automate and standardize reporting for Treasury, internal stakeholders, and regulators (CNBV,Basel III frameworks).
Provide clear and timely analysis to Treasury and Risk Committees for decision-making.Collaborate with Finance, Risk, and Treasury teams to anticipate risks and recommend mitigationstrategies.
Support ALM-related initiatives, including balance sheet structure optimization and contingencyplanning.
Location : 100% Remote on Mexico