Market & Liquidity Risk Senior Analyst

The Market & Liquidity Risk Senior Analyst role at Nu is responsible for translating risk management business needs into concrete processes, models, and tools. They will automate activities to make market and liquidity risk procedures more efficient and present data analysis results to different audiences. The Senior Analyst will also develop and manage the market and liquidity risk framework for Colombia, calculate and manage risk metrics, create early alert metrics and dashboards, and ensure sustainable business growth by working closely with the first line of defense. They should have a high analytical profile for financial and risk analysis and a deep understanding of the investment funds industry in Colombia.

• Translate risk management business needs into concrete processes, models, and tools
• Automatize activities to improve efficiency in market and liquidity risk procedures
• Present data analysis results to different audiences
• Develop and manage the market and liquidity risk framework for Colombia, including data extraction, validation, cleaning, and reporting
• Develop and implement tools to calculate and manage risk metrics (RAS, IRL, CFEN, DVO1, VaR, etc.), including consistency validation and decision-making support reports
• Create metrics and dashboards for early alerts and decision-making tools
• Conduct financial and risk analysis with a high analytical profile
• Collaborate closely with the first line of defense to ensure sustainable business growth and risk profile consistency
• Raise awareness of risks to the company

• 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), Liqu

• Chance of earning equity at Nubank
• Extended maternity and paternity leaves
• Health and life insurance
• NuCare - Our mental health and wellness assistance program
• Nucleo - Our learning platform of courses
• NuLanguage - Our language learning program
• Vacations of 15 workdays
• Gym partnership