BBVA
Securitized Products Market Risk Senior Vice President
$190K–$210K
NEW YORK · Hybrid · Director · Full-time · Posted Aug 31, 2026
- Experience
- 10+ years relevant professional experience; at least 5–7 years of direct U.S. securitized-products experience.
- Visa sponsorship
- Employment eligibility to work with BBVA in the U.S. is required; the company will not pursue visa sponsorship for these positions.
About the job
Provides independent Market Risk oversight of U.S. securitized-product portfolios, assessing exposures, valuations, pricing assumptions, and risks under normal and stressed conditions.
What you'll do
- Monitor portfolio exposures, risk concentrations, market developments, and stress scenarios for securitized products.
- Independently analyze valuations and pricing, challenging Front Office assumptions and assessing models and market data.
- Support risk frameworks, limits, controls, and clear communication of material risks to senior stakeholders.
What they ask for
- 10+ years of relevant experience in Market Risk, Trading Risk, Valuation, Product Control, or a related fixed-income or structured-products function.
- At least 5–7 years of direct experience covering U.S. ABS, MBS, and CMBS.
- Demonstrated experience assessing complex fixed-income and structured-product market risk, valuation, and pricing.
- Hands-on experience using Numerix and/or Polypaths for valuation, cash-flow analysis, and risk measurement.
Nice to have
- Experience at an institution with significant structured-products activity or covering U.S. securitized-products trading desks from Market Risk.
- Familiarity with mortgage analytics, prepayment models, cash-flow modeling, and structured-product valuation methodologies.
Pay
$190,000 to $210,000 USD base salary
Tools
Numerix, Polypaths
Model-written summary · the original posting is authoritative