Senior Risk Manager – SFT Risk & Hedge Fund Financing

BBVA

Senior Risk Manager at BBVA managing independent oversight of Hedge Fund financing activities. Involves risk assessments, financing structures, and complex financing relationships.

Posted 7/6/2026full-timeLondon • 🇬🇧 United KingdomSeniorWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in assessing and managing Hedge Fund Counterparty Risk, Repo and Securities Financing Risk, and Liquidity Risk, with a strong focus on collateral management and optimization. Capable of presenting complex risk assessments to senior management while balancing client needs with prudent risk management.

Highest-signal resume keywords

Hedge Fund Counterparty RiskRepo and Securities Financing RiskLiquidity Risk MeasurementCollateral Management and OptimisationStress Testing

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Risk AssessmentFinancing StructuresCollateral Liquidation DynamicsHaircut MethodologiesMargin FrameworksConcentration Risk AssessmentMarket Risk AnalysisLeverage DynamicsFunding TenorsSecurities Lending

Soft Skills

Effective ChallengeCommunication SkillsAnalytical ThinkingProblem Solving

Industry Keywords

Prime BrokerageOTC DerivativesMarket StructureGMRA DocumentationEmerging Market DebtInvestment Grade CreditHigh-Yield CreditSovereign BondsFunding Market DisruptionLiquidity Deterioration

About the role

Key responsibilities & impact

Monitoring: Review, monitor, and elaborate presentations on secured financing volumes and structures across bilateral and triparty repo transactions, including Risk Adjusted measures
Optimize framework: Evaluate SFT framework, including counterparty and collateral eligibility matrixes, haircut methodologies, concentration limits and funding tenors
Stress test: Assess the resilience of financing structures under stressed market conditions, including collateral price shocks, liquidity deterioration and funding market disruption
Challenge: Provide effective challenge to financing proposals, balancing client needs with prudent risk management and balance sheet efficiency
Perform independent risk assessments of SFT business with Hedge Fund counterparties as a relevant subset of the business
Assess liquidation risk across a broad range of collateral classes including sovereign bonds, agencies, investment grade and high-yield credit, emerging market debt and structured products
Monitor aggregate exposures across Repo, Prime Brokerage, Securities Lending, OTC Derivatives and other financing products
Present complex risk assessments to senior management and risk committees

Requirements

What you’ll need

5–10+ years of experience within one or more following areas: Hedge Fund Counterparty Risk, Prime Brokerage Risk, Repo and Securities Financing Risk, Financing and Liquidity Risk, Market Risk covering financing businesses, Counterparty Credit Risk
Demonstrated experience assessing complex Hedge Fund financing relationships and secured funding transactions
Strong understanding of leverage, liquidity and funding dynamics across a broad range of Hedge Fund strategies
Strong knowledge of: Repo and Securities Financing markets, Hedge Fund leverage, liquidity and financing structures, Collateral management and optimisation, GMRA documentation and market conventions, Haircut methodologies and margin frameworks, Liquidity risk measurement and stress testing, Wrong-way risk and concentration risk assessment, Market structure and collateral liquidation dynamics

Benefits

Comp & perks

Work-life balance
Professional development opportunities