Asset Liability Manager – Senior Vice President

BBVA

Senior Vice President leading critical liquidity management initiatives for BBVA. Overseeing daily liquidity management and serving as a strategic partner within Finance, Risk, and Treasury.

Posted 4/30/2026full-timeNew York City • New York • 🇺🇸 United StatesSenior💰 $180,000 - $200,000 per yearWebsite

Tech Stack

Tools & technologies

PythonSQL

About the role

Key responsibilities & impact

Work in the daily liquidity management and interest rate risk oversight for BBVA NY Branch and BBVA Securities Inc., ensuring alignment with internal risk appetite and regulatory expectations.
Own and enhance the production of daily, monthly, and annual cash flow projections, liquidity metrics, and management reporting.
Drive improvements in cash flow forecasting methodologies, particularly for the broker-dealer, incorporating advanced analytics and scenario analysis.
Partner closely with the Risk function to ensure compliance with risk limits and co-develop enhancements to Interest Rate Risk (IRR) models.
Provide strategic input into ALM and Treasury decisions, including funding strategies, balance sheet optimization, and liquidity positioning.
Play a key role in the management and optimization of funding programs, including Yankee CDs and U.S. Commercial Paper.
Develop deep expertise in balance sheet dynamics across both the bank and broker-dealer entities, identifying risks and opportunities.
Engage with market participants (investors, brokers, dealers) to support funding initiatives and gather market intelligence.
Lead initiatives to automate, streamline, and enhance ALM processes, leveraging data and technology solutions.
Prepare and deliver high-quality analysis and actionable insights to senior management and ALCO committees.

Requirements

What you’ll need

Extensive experience in Asset Liability Management, Treasury, Liquidity Risk, or Interest Rate Risk within a banking or financial institution, +10 years.
Strong expertise in balance sheet management, liquidity risk frameworks.
Solid understanding of global markets products and their impact on liquidity and interest rate risk.
Demonstrated ability to independently manage complex quantitative analyses and deliver strategic insights.
Proven track record of driving process improvements, efficiencies, and automation initiatives.
High level of ownership, attention to detail, and commitment to delivering high-quality output.
Ability to operate as a senior individual contributor in a fast-paced, collaborative environment.
Advanced experience with ALM / IRRBB concepts and systems such as ALQUID, QRM, Bancware, Murex, or similar platforms.
Strong familiarity with Bloomberg, STAR, and MIDAS systems.
Proficiency in Python, R, or SQL for data analysis, modeling, and automation.
Advanced Excel skills, including financial modeling and large dataset manipulation.

Benefits

Comp & perks

employee benefits package
discretionary bonus

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Hard Skills & Tools

Asset Liability ManagementLiquidity RiskInterest Rate Riskbalance sheet managementquantitative analysisfinancial modelingdata analysisautomationPythonSQL

Soft Skills

attention to detailownershipstrategic insightsprocess improvementscollaborative environmenthigh-quality outputindependent managementfast-paced operationleadershipcommunication