Analista de Riscos Financeiros Pleno (Mercado e Liquidez)
New
J
JobgetherFinancial Risk
BrazilFull-TimeMiddle
Salary not disclosed
Apply NowOpens the employer's application page
Job Details
- Required Skills
- PythonSQLData AnalysisVBA
Requirements
- Bachelor’s degree in Accounting, Economics, Business Administration, Statistics, Mathematics, Engineering, or a related field.
- Professional experience in liquidity risk and/or market risk analysis.
- Practical knowledge of programming or data-analysis tools such as Python, VBA, or SQL.
- Knowledge of liquidity risk metrics and concepts, including cash flow, run-off, minimum cash requirements, funding stability, and liquidity gaps.
- Knowledge of market risk metrics and methodologies, including VaR, IRRBB, DV01, and maturity mismatches.
- Knowledge of Brazilian regulations and regulatory requirements applicable to liquidity and market risk management.
- Strong analytical and problem-solving skills, with the ability to interpret risk indicators, investigate variations, and translate analysis into actionable insights.
- Attention to detail and a strong commitment to data quality, methodological consistency, and process integrity.
- Ability to communicate technical information clearly and prepare materials for management, committees, and regulatory stakeholders.
- Collaborative mindset, autonomy, organization, and an interest in continuous improvement and process automation.
Responsibilities
- Monitor and analyze regulatory and management indicators related to liquidity risk and market risk, identifying relevant movements, trends, and potential impacts.
- Structure, validate, and continuously improve processes for calculating regulatory liquidity and market risk indicators.
- Develop, review, and enhance risk methodologies, assumptions, metrics, controls, and processes.
- Analyze liquidity and market risk results, identifying the main drivers of significant variations and assessing their potential impacts.
- Monitor market risk metrics, including interest-rate exposure, maturity mismatches, sensitivity measures, IRRBB, VaR, and stress scenarios.
- Ensure the quality, consistency, robustness, and integrity of data used in liquidity and market risk processes and methodologies.
- Prepare management and regulatory reports, as well as materials for committees, senior leadership, and the Central Bank of Brazil (BACEN).
- Support the development and review of risk policies, standards, manuals, procedures, and internal controls.
- Identify and implement opportunities to improve methodologies, controls, processes, and automation of recurring activities.
- Support the execution and analysis of liquidity and market risk stress tests.
View Full Description & ApplyYou'll be redirected to the employer's site
