Market Risk Associate I

BBVA

Market Risk Associate providing analytical and reporting needs for BBVA's Risk Management team. Responsible for risk metrics, reporting, and collaboration with various departments.

Posted 5/5/2026full-timeNew York City • New York • 🇺🇸 United StatesJuniorMid-Level💰 $105,000 - $125,000 per yearWebsite

Tech Stack

Tools & technologies

PythonSQLVBA

About the role

Key responsibilities & impact

Perform detailed analysis of risk profile of the assigned entity
On a daily basis, compute positions, risk sensitivities, Value-At-Risk (VaR) and other applicable risk metrics
Produce and present periodic and ad-hoc risk and valuation reports
run and maintain risk systems
reconcile positions
interface with trading teams, internal and external auditors and regulators
participate in the model validation process
assist with implementation of new projects
Analyze positions and portfolios of BBVA with respect to market and credit risk exposures across broad range of products
Ensure correct end of the day pricing of positions through continuous monitoring of quality, timeliness, and consistency of market inputs
Assisting in the implementation of new developments in the risk system
Daily, weekly, and monthly reporting for both internal and external purposes
Actively participate in the New Products requirements for the Market Risk Department
Assisting in the model validation process
Collaborate in the model documentation process for the risk system
Work in ad-hoc projects with different departments within the bank

Requirements

What you’ll need

Bachelor’s degree, with masters preferred
Knowledge of general market risk measures (Value-at-Risk, sensitivities, etc.), and statistics will also be necessary
Applicant must have knowledge of derivatives markets (interest rates, FX) and various pricing methodologies, including trading and market characteristics, pricing, market liquidity and volatility
Demonstrated quantitative and analytical skills
Proven ability using Microsoft Office tools for reporting and analyzing data especially in Excel (knowledge of VBA is necessary)
SQL, C#, Python and other programming languages

Benefits

Comp & perks

employee benefits package
discretionary bonus

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills & Tools

Value-at-Riskrisk metricsquantitative analysisanalytical skillsderivatives marketspricing methodologiesSQLC#PythonVBA

Soft Skills

collaborationcommunicationpresentation skillsattention to detailproblem-solvingorganizational skillsinterpersonal skillsadaptabilityteamworkproject management