Market & Liquidity Risk Senior Analyst
Nubank is one of the world's largest digital financial services platforms, with around 54 million customers in Brazil, Mexico and Colombia. As one of the world's leading technology companies, Nubank leverages its technology and innovation to create new financial solutions for individuals and SMEs that are simple, intuitive, convenient, low-cost and human. Guided by its mission to fight complexity and empower people, Nubank is advancing access to financial services in Latin America, connecting profit and purpose to create value and positively impact the communities in which it operates.
About the Market & Liquidity Risk team
The market and liquidity risk team is responsible for ensuring that the market and liquidity risks assumed by Nubank are within the parameters established in our risk appetite statement (RAS), as well as for producing information for regulatory reporting. We work very closely with the business areas, supporting decision-making processes.
How We Work
- We are owners
- We thrive in dynamic, fast-paced, and results-oriented teams
- We have a dream to use data and analytics to change the world
- We are hungry and enjoy being constantly challenged to learn and do more
- We embrace conflicting ideas and like to question the status quo
- We work hard, with integrity and putting the team first
As a Market & Liquidity Risk Senior Analyst, you're expected to
- Translate risk management business needs to concrete processes, models and tools that solve problems.
- Automatize activities to make more efficient the market and liquidity risk procedures.
- Present results of data analysis to different audiences.
- Develop the process to create and manage the market and liquidity risk framework for Colombia, including the extraction of information of different sources, the validations of consistency, the cleaning of the data and the reports that support decision making.
- Develop the process and tools to calculate and manage the risk metrics (RAS, IRL, CFEN, DVO1, VaR, etc.), including the validations of consistency and the reports that support decision making.
- Create metrics and dashboards that work as an early alerts and decision making tools.
- High analytical profile for financial and risk analysis.
- Ensure sustainable business growth by working closely with first line of defense with a deep understanding of the business.
- Ensure our portfolios have a risk profile consistent with the defined risk policies.
- Raise awareness of risks to the company.
We are looking for a Market & Liquidity Risk Senior Analyst, who has
- Bachelor's degree in Engineering, Economics, Math, Statistics, Physics or related fields.
- Experience in a similar job position managing Market & Liquidity Risk in Colombian investment funds industry.
- High analytical/quantitative profile for risk / pricing analysis.
- Deep knowledge of market risk models (Value at Risk, Risk Factor Sensitivities), Liquidity Risk, Counterparty Risk and financial instruments pricing techniques.
- Good coding skills (SQL, Python, R, Scala or other similar programming languages will be considered an advantage).
- Advances or fluent English level.
- Experience using data to answer questions.
- Develop and communicate ideas to different stakeholders.
- 15 days paid vacations per year.
- Life insurance.
- Health insurance.
- NuLanguage Program
- NuCare Program
- Extended Parental Leave
Diversity and Inclusion at Nu
We want to build products and experiences for everyone who wants to take back control over their finances, that's why we build strong and diverse teams that rise up to the challenge. We are a team of the most creative people in technology, and we hire under equal opportunity, irrespective of gender, ethnicity, religion, sexual orientation or background. We are proud to say that 30% of our team recognize themselves as part of the LGBTQ+ community, and 40% of our team identify as women, in all positions and seniority levels. We are a very process-light organization that values human interactions, and that is a very important part of our culture. At Nu, everyone has the opportunity to speak up and participate, grow and share ideas.