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 a

📌 VP of Markets and Treasury (Ciudad de México)
🏢 Hsbc
📍 Ciudad de México