Role Description

The Analista de Riesgo de Mercado y Liquidez at Altor Casa de Bolsa is a full-time, on-site role based in Mexico City. The position is responsible for daily monitoring and analysis of market and liquidity risk exposures across portfolios, ensuring adherence to internal limits and regulatory requirements. The analyst prepares risk reports and dashboards, validates data integrity, and communicates key findings and trends to senior team members and management. The role involves developing and maintaining risk models and metrics, supporting stress testing and scenario analyses, and collaborating with trading, treasury, and operations teams to evaluate the risk impact of new products or strategies. The analyst also contributes to continuous improvement of risk methodologies, internal controls, and documentation of risk policies and procedures.

Calculate daily historical VaR (252 scenarios, 99% confidence level).

• Run liquidity stress tests and sensitivity analyses.

• Perform periodic backtesting of VaR models.

• Monitor exposure limits by instrument, issuer,



and trading desk.

• Maintain the firm’s risk metrics calculator/tool.

Qualifications
- 2 to 4 years of experience in market risk, treasury, or quantitative analysis within the financial sector.
- Bachelor’s degree in Actuarial Science, Economics, Finance, Applied Mathematics, or related field.
- Strong quantitative and analytical skills, with the ability to interpret complex market and liquidity risk metrics and translate them into clear insights.
- Proficiency in financial modeling, data analysis tools, and Excel/VBA; experience with programming or scripting
*(e.g., SQL, Python, R, or similar) is an advantage.*
- Solid understanding of capital markets, fixed income, equities, derivatives, and liquidity management concepts, as well as risk measurement methodologies.
- Familiarity with regulatory frameworks and risk management standards relevant to broker-dealers and financial institutions in

📌 Analista de Riesgo de Mercado y Liquidez (Ciudad de México)
🏢 Altor Casa de Bolsa
📍 Ciudad de México