Senior Control Risk Analyst - Structural Balance Sheet Risk (second line of defense)

About This Opportunity
Join Aresbank’s Risk Control team as a Liquidity Risk and Structural Balance Sheet Risk Specialist and play a key role in strengthening the bank’s risk management framework. In this position, you will be responsible for identifying, measuring, monitoring, and controlling liquidity risk and structural balance sheet risks, ensuring effective independent oversight in line with the bank’s risk management policies and regulatory requirements. As part of the Second Line of Defense, you will contribute to maintaining the bank’s financial stability, supporting sound risk governance, and promoting a robust and proactive approach to risk management.

Key Responsibilities
1. Oversight and Control of Liquidity Risk and Structural Balance Sheet Risks
• Independently monitor the Bank’s liquidity position under both normal and stressed conditions.
• Assess the reliability of processes used to calculate regulatory and management metrics, including, but not limited to,



the Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), Economic Value of Equity (EVE), and Net Interest Income (NII).
• Analyze funding source concentration and liquidity gaps across different time horizons.
• Verify compliance with internal limits approved under the Risk Appetite Framework (RAF) and analyze trends in early warning indicators associated with liquidity risk.
• Assess the adequacy of monitoring and escalation mechanisms in the event of limit breaches or early warning indicator triggers.

2. Liquidity Risk and Structural Balance Sheet Risk Management Framework
• Contribute to the development and periodic review of liquidity risk management policies, procedures, and controls.
• Assess the adequacy of the liquidity risk framework against regulatory requirements and supervisory best practices.
• Evaluate the effectiveness of the Contingency Funding Plan and monitor the mechanisms govern

📌 Senior Control Risk Analyst (Madrid)
🏢 Aresbank
📍 Madrid