We are seeking a highly skilled ALM & Structured Funding professional with strong expertise in securitisation (SRT), derivatives management, regulatory frameworks and project management. The candidate will play a key role to support ALM & Treasury activities especially focused on securitisation, liquidity, interest rate risk and solvency topics. The role combines technical expertise with project delivery and a focus on innovation and continuous improvement. ________________________________________
Key Responsibilities
- Monitor securitisation transactions, including SRT deals.
- Monitor derivatives and hedging strategies (IRS and back-to-back swaps).
- Support on regulatory and strategic projects (internal and at group level)
- Ensure compliance with regulatory and accounting requirements.
- Manage and optimize liquidity, IRR and solvency topics.
- Liaise with regulators, auditors, investors and rating agencies.
- Master’s degree in Finance, Economics, Engineering, Mathematics, Statistics or another quantitative field.
- 0–2 years of experience, including internships or work-study assignments, in Finance, ALM, Treasury, Risk, Audit or Consulting.
- Strong analytical and quantitative skills, with attention to data accuracy and consistency.
- Good understanding of banking financial statements and basic ALM, liquidity, funding or market risk concepts.
- Advanced Excel and PowerPoint proficiency; knowledge of SQL, Python or VBA is a plus.
- Innovative mindset with the ability to challenge existing processes and drive improvements.
As a plus:
- Experience with securitisation/ liquidity / interest rate risk management.
- Experience on cross-functional strategic projects.
- Good knowledge of COREP (namely LCR, NSFR, IRRBB, Own Funds and Leverage) and regulatory requirements.
Key Focus Areas
- ALM
- Securitisation (SRT)
- Derivatives & Hedging
- Liquidity
- IRR
- Capital
- Process improvement and innovation ________________________________________
Soft Skills
- Strong analytical and problem-solving mindset
- Ability to interact with senior stakeholders (ExCo, regulators)
- High level of autonomy and ownership
- Structured and detail-oriented ________________________________________
Languages
- English (fluent, mandatory)
- Spanish (strongly preferred)
- Portuguese & French are a plus ________________________________________
Nice to Have
- Experience in auto loan / consumer finance portfolios
- Exposure to ESG considerations in securitisation
- Prior interaction with ECB / Banco de Spain / rating agencies ________________________________________