Market Risk Analyst

Plata is a digital financial services and technology company that aims to become the primary financial relationship of Mexican consumers and to reward their financial life through inclusion, simplicity, convenience, trust, and security.

Responsibilities:

• Develop market risk models and indicators (such as VaRs) of the investment portfolios, along with monitoring and reporting activities to the required governance bodies for the bank and brokerage house
• Escalate emerging risk trends that require management
• Monitor company’s investment strategy, provide guidance and feedback regarding its capital efficiency and risks
• Supervise as the 2^nd line of defense, treasury’s liquidity risk models and processes
• Create the process and calculate regulatory liquidity risk indicators (CCL, CFEN, others), and market risk regulatory reports

Requirements:

• Degree in exact sciences (Math / Computer Science / Actuary / Physics / engineering…)
• Experience applying financial math and programming
• Experience developing and implementing risk measurement methodologies and methods or financial valuation of securities in python or equivalent
• Advanced English

Desirable

• Understanding of Mexican market financial instruments and associated risk measurement methods and techniques
• Experience implementing market-risk or Mexican liquidity risk measurement methodologies
• Practical knowledge in measuring financial derivative products risk