Asset Liability Management Senior Analyst

ALM Senior Analyst

The ALM Senior Analyst will support the daily liquidity and interest rate risk management of BBVA New York Branch (NY Branch) and BBVA Securities Inc. (BSI). This role involves producing daily, monthly, and annual cash flow analyses and regulatory reports, while enhancing operational processes through automation and efficiency improvements.

On the capital side, the analyst will contribute to building infrastructure and processes for capital analysis and optimization, monitor client profitability, and participate in ad hoc scenario analysis. This position requires working with quantitatively complex issues, producing accurate and insightful outputs, and building strong relationships with both internal and external stakeholders.

Key Responsibilities

• Liquidity & Interest Rate Risk Management
• Analyze positions and portfolios with respect to liquidity and capital across products and clients.
• Prepare and distribute daily and monthly liquidity cash flow reports, including minimum buffer requirements in line with Risk recommendations.
• Perform cash flow back-testing and exception reporting to improve daily forecasts.
• Capital Management & Reporting
• Support the development of databases, infrastructure, and processes for capital analysis and optimization.
• Actively monitor client profitability throughout the lifecycle of transactions.
• Prepare and distribute periodic management reports, review deal bookings, and investigate discrepancies.
• Process Improvement & Automation
• Enhance daily monitoring processes by developing new macros, scripts, and automated solutions.
• Identify opportunities for efficiency, accuracy, and scalability across reporting and analytical processes.

Complexity and Risk

This role requires delivering high-quality output under strict deadlines. Reports and analyses produced are reviewed by senior management and external regulators, demanding consistent accuracy, attention to detail, and sound understanding of underlying risks.

Qualifications

Other Details

All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

With respect to this position in our New York Office, the expected base salary ranges from $100,000 to $115,000. It is not typical for offers to be made at or near the top of the range. Salary offers are based on a wide range of factors including relevant skills, training, experience, education, and, where applicable, certifications obtained. Market and organizational factors are also considered. In addition to salary and a generous employee benefits package, successful candidates are eligible to receive a discretionary bonus.