The Senior Risk Officer is responsible for monitoring, assessing, and reporting interest rate risk, market risk, and credit spread risk across the institution's portfolios. Working closely with Front Office, ALM/Treasury, and Risk Control teams, this role ensures that risk exposures remain within approved limits and supports strategic decision-making through robust risk analysis and reporting.

Description

Monitor and analyze interest rate risk (IRRBB), market risk, and credit spread risk on a daily and periodic basis;

Contribute to the development and implementation of risk measurement models and stress-testing frameworks;

Evaluate the impact of market movements on the bank's balance sheet, investment portfolios, and profitability;

Produce risk reports, dashboards, and risk indicators for senior management and regulatory reporting purposes;

Support ICAAP, ILAAP, and other regulatory risk assessments by providing accurate and timely risk data;

Collaborate with ALM and Treasury teams on hedging strategies and balance sheet optimization initiatives;

Investigate limit breaches and support the definition of risk appetite and limit frameworks;

Assist in enhancing internal methodologies, including Value-at-Risk (VaR), sensitivities (DV01, CS01), and scenario analysis;

Maintain up-to-date knowledge of market trends, regulatory changes, and best practices in risk management.

Profile

Bachelor's or Master's degree in Finance, Economics, Engineering, or a related field;

At least 5 years of experience in market risk, ALM risk, or fixed income risk management;

Strong understanding of financial instruments, including bonds, interest rate derivatives, and credit products;

Proficiency in risk metrics such as VaR, sensitivities, duration, and spread risk;

Familiarity with regulatory frameworks (e.g., Basel III, EBA guidelines);

Strong analytical and quantitative skills; experience with Excel, VBA, Python, or risk systems;

Excellent communication skills and ability to present complex topics to senior stakeholders.

Job Offer

A good opportunity for your professional growth