Fixed Income Portfolio Manager - ALCO

• That you have higher education in a Technical field (Mathematics, Statistics, Engineering, Physics or similar) or Business field (Economics or ADE).
• A minimum of 4-5 years of experience in the financial sector in areas related to investments and/or management of Fixed Income, FX, interest rate derivatives, and interest rate options portfolios.
• A profile with extensive knowledge of Fixed Income products and their associated risks, including: government debt, mortgage-backed securities, and financial credit.
• Advanced knowledge of portfolio management and financial markets.
• Experience in the use of portfolio management systems (PMS) such as Murex. Ability to use these tools in risk assessment, investment monitoring, and the generation of detailed reports.
• Proficiency in the Office suite and a good level of English (minimum C1).

• Knowledge of ALM (Asset and Liability Management), including the management of liquidity risks, interest rates, and changes in market value, will be positively valued.
• Knowledge of accounting (NIC39, IFRS9...) and experience in hedge accounting will be positively valued.
• Analytical skills and knowledge of programming languages such as SQL, Python, R, Matlab... will be valued.

Vacancy: ROLE Financial Management

• We are currently looking for an organized profile with attention to detail, someone who knows how to work in a team and adapt to changing needs and circumstances, showing curiosity and a desire to learn, as well as good communication skills to integrate into the team that manages the ALCO portfolio at the Bank.

Let's talk about the project...

• Your main mission will focus on supporting the management of the ALCO portfolio, with special emphasis on Fixed Income and foreign exchange (FX) positions under the mandate of the Portfolio Management team.
• Among your main responsibilities you will find:
  • You will collaborate in the development of investment strategies for the fixed income portfolio (ALCO portfolio) and its associated hedges, managing the contribution to net interest margin, liquidity, and capital consumption, ensuring that it remains within the established risk limits.
  • You will supervise the management of the ALCO portfolio for subsidiaries and overseas offices (Miami).
  • You will manage the Bank's structural foreign exchange position, derived from permanent investments in subsidiaries and overseas offices, ensuring that the position remains within the limits authorized by the supervisor.
  • You will coordinate with different areas: accounting, risk, capital, ALM, Treasury...
  • You will prepare investment proposals for different Committees (CIL, COAP...).
  • You will prepare investment line proposals for the different asset classes of the Portfolio, as well as their monitoring.
  • You will contribute to the monitoring and recurring reporting of the ALCO portfolio, both internally in Committees (COAP and CIL) and externally (supervisors, investors, and rating agencies).
  • You will document current procedures and tools.
  • You will collaborate with the IT team so that technological solutions suit the team's needs and ensure the reliability and robustness of the data, taking into account, among other things, that it is aligned with Risk, Liquidity, Accounting, ALM...

Reference: 38588

Location: Spain > Barcelona > Sant cugat del Valles

Organizational Levels: Finance > Financial Management and Investor Relations > Investment and Financing Management > Portfolio Management > Portfolio Management

Multi-location possibility: No (1)

Remember to update your professional profile before sending us your application

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Note: This vacancy is an internal opportunity aimed exclusively at employees under the Banking Agreement, therefore only applications from said group will be accepted.

(1) Multi-location: refers to the location of the job and contemplates the possibility of working from any point in the network of offices or corporate centers apart from the physical location associated with your job, while respecting Teleworking guidelines.

Remember to update your professional profile before sending us your application

Contact the Office of Attention and Listening (OAE) for any inquiries.