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 counterp

📌 VP of Markets and Treasury (Azcapotzalco)
🏢 Hsbc
📍 Azcapotzalco