Market Risk Senior Manager; Bilingual Spanish

Requisition  Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.

This Senior manager position is primarily focused on overseeing the liquidity and interest rate risk in the Banking book across International Banking, ensuring risks are understood, controlled, and reported in accordance with the Bank’s policies and risk appetite framework. This role is the main point of contact for key cross‑functional initiatives, such as the regional implementation and ongoing support for Structural Interest Rate Risk (SIRR) models, the Interest Rate Risk in the Banking Book (IRRBB), and Global TRM’s initiatives.

The Senior Manager has regular exposure to Senior Management across different areas and jurisdictions to discuss and provide recommendations on all initiatives.

• Business relationship:
  Develop effective relationships with business lines that foster awareness of the Bank’s risk framework and sharing of information.
• Market Intelligence/Proactive Analysis:
  Maintain regular dialogue with business lines and control functions with respect to financial market developments and risk matters, including changes in risk profile and P&L drivers.
• SIRR Models / Risk Data Infrastructure:
  Oversee the implementation and ongoing support of SIRR models and risk data process and reporting infrastructure by liaising with multiple stakeholders at the Parent Bank and across the region. Lead working groups by providing recommendations and course of action.
• Communication:
  Distilling daily risk/market information into highlights, ensuring material issues are communicated to stakeholders.
• Identify and assess market risks in the covered businesses and ensure consistency with the Bank’s risk appetite and approved business mandate.
• Support International Subsidiaries in the development of their risk management framework in line with the Bank’s standards for balance sheet management (e.g., Static Interest Rate Gaps, Annual Income, Economic Value, Interest Rate Sensitivity (DV01), Stress Testing, etc.) and Liquidity risk management (e.g., Liquidity Cash Gap, Liquidity Buffer, Liquidity Stress Test, etc.).
• Liaise with Group Treasury, IB Treasury, Global Risk Technology, and local Treasury, Technology, and Risk teams to source, test and put in production data requirements for the IRRBB regulatory initiative. Support Head Office’s monthly IRRBB reconciliation process by providing recommendations and facilitating communications between all key stakeholders.
• Support the implementation of SIRR models across the region in partnership with MRM - ALM Risk Modeling, IB Treasury, and local Market Risk teams. The focus is primarily on models for mortgage prepayment and non‑maturity deposits, ensuring historical data is sourced, tested, and readily available for production and monthly back testing. Coordinate discussions with local Treasury Teams about back testing results, their accuracy, and implementation in production.
• Lead the enhancement of TRM’s risk data infrastructure in collaboration with TRM product owners by business line and GBM’s Global Risk Technology Team. Ensure processes and reporting infrastructure is properly documented (i.e., data lineage, data dictionary) and allows for multiple risk views (e.g., TOH, business line, asset class, etc.).
• Collaborate with other groups across the Bank to deliver consistent application of the Bank’s standards or best industry practices across International Balance Sheets. Be a team player who is willing to take on more responsibilities as part of his growth in the role and/or team.
• Monitor events in international financial markets/industry, assist in identifying new and emerging trends, tack and summarize new regulatory initiatives and changes, etc.
• Effective supervision and review of direct report(s) to support achievement of business objectives.
• Foster an inclusive work environment and build a high‑performance environment that promotes the development and motivation of their team.

• Quantitative…