About this role
ALM & Treasury team:
Challenges that await you:
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Design, enhance, and optimize ALM (Asset-Liability Management) models for FX risk, IRRBB, ensuring alignment with evolving regulatory and market standards.
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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
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Lead the implementation and automation of regulatory reporting (ACLME), ensuring compliance with Mexican financial regulations and Basel III/IV frameworks.
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Enhance internal ALM processes by identifying gaps, proposing automation solutions, and integrating cutting-edge financial technologies
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Act as a subject matter expert (SME) by communicating ALM agenda to cross-functional stakeholders and methodological guidance to junior team members
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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:
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Fluent in English with strong communication skills for technical reporting and stakeholder engagement
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5+ years of experience in bank Treasury, ALM, risk management, or financial modeling
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Degree in STEM, Economics, or Finance, or recognized certifications such as CFA, FRM, AMIB Figura 3, 4, 5.
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Deep knowledge of financial instruments (structure, profitability, valuation)
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Strong quantitative and programming skills, including advanced proficiency in Excel (macros, VBA), SQL, and Python for data analysis and model development is a plus
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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:
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Innovative Spirit: A commitment to creativity and groundbreaking solutions
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Honest Feedback: valuing open, transparent communication
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Supportive Team: a strong, collaborative community
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Celebrating Achievements: recognizing our wins together
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High-Tech Environment: a team full of smart and revolutionary people who date to challenge the status quo of incumbent finances