ALM Treasury Analyst
The successful candidate will join ALM treasury COO department covering Latin America.
Main responsibilities:
Liquidity Risk Management

Consolidating & producing the RAS metrics governing the activity for business-as-usual steering purposes and monthly official reporting
Providing suitable explanation to the main variations in the RAS metrics
Maintaining & improving the infrastructure and testing new reports
Building & maintaining detailed methodological documentation (e.g. modelling, designing, testing, challenges)

IRRBB and FXRBB Management

Consolidating & producing the RAS metrics governing the activity for business-as-usual steering purposes and monthly official reporting
Providing suitable explanation to the main variations in the RAS metrics
Maintaining & improving the infrastructure and testing new reports
Building & maintaining detailed methodological documentation (e.g. modelling, designing, testing, challenges)

Business Development

Work with the Territory Mgmt. & Business Lines & Functions to support business development
Joining transversal initiatives aiming at achieving cross fertilization between departments
Providing adapted & innovative solutions to increase operational efficiency

Position Requirements:

Being fluent in Portuguese and English (Spanish is a plus)
Transversal skills (e.g. ability to develop & adapt processes)
Previous experience with ALM-related topics & its dedicated risk framework
Previous experience with Brazilian and/or emerging markets
Strong VBA / Excel skills
Ability to work in a fast-paced environment, including daily interactions with Front-Office.

Additional Requirements:
Ensure their own compliance & (if applicable) team members’ compliance with the following matters:

Group Code of Conduct
Outside Business Interests (OBI) policy
Anti-bribery policy
Rules pertaining to Financial Security
Rules & restrictions & prohibitions that apply to personal transactions on financial instruments
Rules & policies & principles & guidelines that relate to Market Abuse and Insider Dealing
Global Information Barriers policy
Obligations and duties under the regulations in place (e.g. Banking Laws)
Trading obligations & the regulations applied to OTC derivatives and their obligations, including the clearing, reporting and risk mitigation

Ensure themselves & (if applicable) team members’ perform the following actions:

Conclude mandatory trainings in due time
Are duly registered & certified & licensed to carry out financial activities
Are well-aware about the accounting principles and their effects & impacts to the activity
Do not produce and/or disseminate any investment recommendation & research material
Respect the rules related to the distribution and intermediary fees disclosure
Deal with all counterparty’s complaints in a timely, efficient and professional manner
Abide by the Competition Law Do’s and Don’ts at all times
Report promptly to Compliance any unusual transaction or suspicious behavior that might be indicative of potential money laundering or terrorist financing.