Analista de Riscos Financeiros Pleno (Mercado e Liquidez)

📋 Description

• Monitoring and analyzing regulatory and management indicators related to liquidity risk and market
• Structuring, validating, and improving processes for calculating regulatory liquidity and market
• Developing, reviewing, and enhancing risk methodologies, assumptions, metrics, controls, and
• Analyzing liquidity and market risk results, identifying drivers of significant variations and
• Monitoring market risk metrics, including interest-rate exposure, maturity mismatches, sensitivity
• Ensuring quality, consistency, robustness, and integrity of data used in risk processes and

🎯 Requirements

• Bachelor’s degree in Accounting, Economics, Business Administration, Statistics, Mathematics
• Professional experience in liquidity risk and/or market risk analysis.
• Practical knowledge of programming or data-analysis tools such as Python, VBA, or SQL.
• Knowledge of liquidity risk metrics and concepts (cash flow, run-off, minimum cash requirements
• Knowledge of market risk metrics and methodologies (VaR, IRRBB, DV01, maturity mismatches).
• Knowledge of Brazilian regulations and regulatory requirements for liquidity and market risk

🎁 Benefits

• Meal and food allowance
• Monthly home-office/hybrid-work allowance
• Childcare or nanny expense reimbursement
• Mobility allowance
• Profit-sharing program (PPR)
• Corporate life insurance