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BBVA

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

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

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills & Tools
Valuation Adjustments CalculationLiquidity Framework ManagementFair Value Hierarchy MetricsTreasury Shares Deduction MetricsOff-System Transactions Monitoring
Certifications
FRMCFA