Management and administration of the Bank’s Investment Portfolio. Provide support for ALCO, IRRBB, Liquidity and Funding strategies.
III. PRINCIPAL ACCOUNTABILITIES
- Management of risks resulting from the transfer pricing process and from the construction / maintenance of Liquid Asset Buffer (LAB).
- Optimization of returns from the risks managed by Markets Treasury, ensuring metrics within the risk appetite previously defined.
- Manage risks in accrual and trading portfolios, while minimizing accounting mismatches through hedge accounting strategies and/or fair value elections.
- Responsible for ensuring that LAB is comprised of exposures within the risk appetite / investment policy previously defined.
- Ensure frequent monetization of LAB according to internal guidelines and policies.
- Active contribution to achieving Markets Treasury annual operating plan.
- Analytics
- Provide analytics on the LAB, seeking an efficient management based on empirical data.
- Enhance quality of reporting on the risks carried by Markets Treasury (return on RWAs, return on tangible equity,
NII forecast, MtM, others).
- Enhance scenario analysis of risks to better estimate their revenue/return impact.
- Produce and articulate MI around the performance of the desk.
- Leadership & Teamwork
- The role holder will be expected to take at least one direct report.
- Become an expert across the full range of Markets Treasury matters, including liquidity/funding management.
- Participation in several governance committees, including but not limited to Asset & Liability Committee (ALCO), Valuation Committee, Hedging Accounting Committee and Non-Financial Risk Committee.
- Maintain a risk management mind-set, both for financial and non-financial risks, having to always hold opposing arguments in their heads while also making decisions in a pressured environment.
- The management of the external sales coverage: ensuring the appropriate value is being derived from external counterparts (research
📌 VP of Markets Treasury (Ciudad de México)
🏢 Hsbc
📍 Ciudad de México
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