Balance Sheet Management Manager

Responsibilities:

• Design, enhance, and optimize ALM (Asset-Liability Management) models for liquidity risk, FX risk, interest rate risk, and funds transfer pricing (FTP), ensuring alignment with evolving regulatory and market standards.
• Develop advanced quantitative methodologies for financial risk measurement, scenario analysis, and stress testing to support strategic treasury decision-making.
• Lead the implementation and automation of regulatory reporting (e.g., Coeficiente de Cobertura de Liquidez (CCL), Coeficiente de Financiamiento Estable Neto (CFEN)), ensuring compliance with Mexican financial regulations and Basel III/IV frameworks.
• Play pivotal role in capital and funding planning process, providing deep analytical insights to optimize balance sheet management and funding strategies.
• Enhance internal ALM processes by identifying gaps, proposing automation solutions, and integrating cutting-edge financial technologies.
• Act as a subject matter expert (SME) by communicating ALM agenda to cross-functional stakeholders and methodological guidance to junior team members.
• 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.
• Monitor, analyze, and report financial risk exposures, including liquidity metrics, market and balance sheet positions, early warning indicators, and covenant compliance.

Requirements: 

• Fluent in English with strong communication skills for technical reporting and stakeholder engagement.
• 5+ years of experience in bank treasury, ALM, risk management, or financial modeling.
• Degree in STEM, Economics, or Finance, or recognized certifications such as CFA, FRM, AMIB Figura 4 & 5.
• Deep knowledge of financial instruments (structure, profitability, valuation) and Mexico’s financial market regulations.
• Experience in Treasury management system / ALM system implementation projects is an advantage.
• Strong quantitative and programming skills, including advanced proficiency in Excel (macros, VBA), SQL, and Python for data analysis and model development is a plus
• Proven ability to taking ownership of tasks, ready to roll up your sleeves, act independently and work collaboratively in a high-paced, analytical environment.