Market Risk Manager

BBVA

Market Risk Manager at BBVA responsible for valuation criteria and liquidity framework management. Requires postgraduate degree and 4 years experience in quantitative fields and programming.

Posted 7/2/2026full-timeLondon • 🇬🇧 United KingdomMid-LevelSeniorWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in Valuation Criteria, Independent Price Verification, and liquidity management within financial portfolios. Proficient in Python development and knowledgeable in regulatory frameworks, with strong analytical skills in financial metrics and adjustments.

Highest-signal resume keywords

Valuation Criteria DefinitionIndependent Price Verification (IPV)Python DevelopmentFinancial Certifications (FRM, CFA)Regulatory Framework Understanding

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Valuation Adjustments CalculationLiquidity Framework ManagementFair Value Hierarchy MetricsTreasury Shares Deduction MetricsOff-System Transactions Monitoring

Certifications & Qualifications

FRMCFA

Industry Keywords

Prudent Valuation MetricsIFRS 13Financial Institution Holding ThresholdsLevelling CriteriaQuantitative Analysis

Tech Stack

Tools & technologies

Python

About the role

Key responsibilities & impact

Defining valuation criteria for the Trading Book and Banking Book portfolios not measured at amortized cost.
Managing Prudent Valuation metrics (AVA).
Handling Treasury Shares deduction metrics.
Determining fair value hierarchy metrics under IFRS 13 (Levelling).
Applying Independent Price Verification (IPV) frameworks.
Overseeing the liquidity framework.
Responsible for the calculation and monitoring of Additional Valuation Adjustments (AVA).
Accountable for the classification, monitoring, and application of Levelling criteria.
Responsible for calculating treasury shares deductions and monitoring financial institution holding thresholds.
Actively participate in the liquidity framework management.
Accountable for the calculation and reporting of valuation adjustments.
Responsible for the calculation, monitoring, and metrics related to off-system transactions (non-system trades).

Requirements

What you’ll need

Master’s degree in Economics, Finance, Mathematics, Physics, Engineering, or a related quantitative field
Financial certifications (such as FRM or CFA) will be highly valued.
A minimum of 4 years of professional experience.
At least 3 years of experience in Python development or another programming language.
Strong understanding of current regulatory and accounting frameworks.
Fluency in English (C1 level or higher).
Spanish would be a plus.

Benefits

Comp & perks

Flexible working hours
Professional development opportunities