Balance Sheet Management Lead [Market & Solvency Risk]

We are looking for a Balance Sheet Management Lead [Market & Solvency Risk] for our ALM & Treasury Team — a key role at the intersection of balance sheet management, regulatory capital, and market risk. As we continue to scale as a licensed bank, you will help shape our ALM framework, strengthen capital planning processes, and drive the development of risk management models that support sustainable growth. This role offers the opportunity to work on complex balance sheet challenges, influence strategic decision-making, and collaborate closely with Treasury, Risk, Finance, and Product teams in a fast-paced fintech environment.

Challenges that await you:

  • Design, enhance, and optimize ALM (Asset-Liability Management) models for FX risk, IRRBB, ensuring alignment with evolving regulatory and market standards
  • Play pivotal role in regulatory capital adequacy planning process (ICAP), counterparty large exposures management, as well as in quantifying and hedging FX & interest rate risks
  • Lead the implementation and automation of regulatory reporting (ACLME), ensuring compliance with Mexican financial regulations and Basel III/IV frameworks
  • Enhance internal ALM processes by identifying gaps, proposing automation solutions, and integrating cutting-edge financial technologies
  • Act as a subject matter expert (SME) by communicating ALM agenda to cross-functional stakeholders and methodological guidance to junior team members
  • Collaborate with Treasury Front and Back offices, Capital markets, FP&A, Accounting, Risk management, product teams and IT tribes to ensure data integrity, model accuracy, and regulatory adherence

What makes you a great fit:

  • Fluent in English with strong communication skills for technical reporting and stakeholder engagement
  • 5+ years of experience in bank Treasury, ALM, risk management, or financial modeling
  • Degree in STEM, Economics, or Finance
  • Deep knowledge of financial instruments (structure, profitability, valuation)
  • Strong quantitative and programming skills, including advanced proficiency in Excel (macros, VBA), SQL, and Python for data analysis and model development is a plus
  • Proven ability to take ownership of tasks, ready to roll up your sleeves, act independently and work collaboratively in a high-paced, analytical environment

Our ways of working:

  • Innovative Spirit: A commitment to creativity and groundbreaking solutions
  • Honest Feedback: valuing open, transparent communication
  • Supportive Team: a strong, collaborative community
  • Celebrating Achievements: recognizing our wins together
  • High-Tech Environment: a team full of smart and revolutionary people who date to challenge the status quo of incumbent finances

Our benefits:

  • Relocation support to Mexico with assistance for the employee and their family
  • Flexible work from our office or remote
  • Healthcare Coverage
  • Education Budget: Language lessons, professional training and certifications
  • Wellness Budget: Mental health and fitness activity reimbursements
  • Vacation policy: 20 days of annual leave and paid sick leave