Risk Transformation Manager – Structural Risks

BBVA
Madrid, Comunidad de Madrid
Tiempo completo
hace 2 semanas

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BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.

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La vacante estará activa hasta el 26 a las 00:00 h.

Global Risk Management (GRM) - Risk Transformation unit drives the transformation of risk management through a strategy focused on digitalization, long-term value creation and sustainable growth. Within GRM, the Risk Transformation – Structural Risks team is responsible for redesigning the processes, models, and tools associated with structural balance sheet risks, including IRRBB, liquidity, FX and Equity Risks.

Our approach blends strategic vision with advanced technical capabilities, leveraging:

  • Generative AI (GenAI) to automate and enhance regulatory content, technical documentation, and decision-support processes.

  • Advanced analytics and machine learning to improve sensitivity and foresight in structural risk measurement.

  • Automation, low-code platforms, and process orchestration tools to drive operational efficiency and transparency.

  • A commitment to building scalable, sustainable solutions in close partnership with the Group’s development and data factories .

We work hand-in-hand with other geographies and global units to share knowledge, reuse capabilities, and ensure a cohesive transformation strategy for structural risk management.

About the job:

What You Will Do

  • Design and lead the transformation roadmap for structural risk, aligning strategic goals with effective execution.

  • Manage the backlog of transformation initiatives , ensuring prioritization based on value, feasibility, and strategic fit.

  • Coordinate closely with development factories to deliver robust and sustainable technology solutions.

  • Promote the adoption of GenAI, advanced analytics, and modeling to enhance reporting, forecasting, and decision-making.

  • Drive cross-functional collaboration with risk, business, and technology teams across geographies and global units.

  • Lead pilots to evaluate and implement new methodologies, regulatory tools, or operational frameworks.

  • Ensure the continuous evolution of the structural risk framework in alignment with regulatory changes, internal needs, and technological opportunities.

  • Inspire and lead multidisciplinary teams, fostering a culture of learning, innovation, and long-term engagement.

Qualifications

  • Bachelor’s/Master’s degree in Engineering, Mathematics, Economics, Finance, or a related field.

  • 9+ years of experience in structural risk management, ALM, or financial process transformation.

  • Strong knowledge of IRRBB, liquidity risk, and funding risk .

  • Proven experience in project management , Agile methodologies, and coordination with technology/development teams.

  • Demonstrated ability to manage backlogs and align multiple stakeholders.

  • Experience working in international and multicultural environments .

  • English: B2 level.

  • Desirable: Python, GenAI SQL, analytics, process automation , and relevant regulatory frameworks.

About You

  • Collaborative mindset with a strong ability to build bridges across areas, geographies, and disciplines.

  • Proactive and autonomous, with a strong results orientation in complex environments.

  • Analytical thinker, capable of translating data and requirements into practical solutions.

  • Strong communication skills, able to convey complex topics clearly and effectively.

  • Innovative, resilient, and open to continuous change and improvement.

Skills:

Agile Methodology, Agile Project Management, Asset and Liability Management (ALM), Big Data Tools, Change Management, Global Risk, Global Risk Management, Interest Rate Models, Interest Rate Risk, IT - Risks, Liquidity Management, Liquidity Risk, Python (Programming Language), Risk data model (taxonomy and data governance), Risk Management, Time Management
Postular
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