BM Gestión de Activos is a Spain-based investment management firm operating regulated collective investment vehicles with active portfolio oversight and structured risk governance. The firm applies institutional standards to capital allocation, execution discipline, and exposure management across asset classes.
The Role
Responsible for market risk oversight and exposure control related to digital asset activities. This position owns risk measurement frameworks, stress testing, limit monitoring, and real-time exposure analytics. The role works directly with trading and liquidity functions to ensure disciplined capital deployment and controlled volatility impact.
Responsibilities
* Build and maintain digital asset market risk models (VaR, stress, scenario analysis)
* Monitor real-time exposure across spot and derivatives positions
* Define and enforce risk limits, leverage parameters, and counterparty caps
* Evaluate basis, funding, and cross-venue exposure concentration
* Produce structured risk reporting for investment oversight
* Integrate liquidity and execution cost assumptions into risk models
* Coordinate with trading teams during volatility events
Requirements
* 5+ years in market risk, trading risk, or exposure management
* Experience with derivatives, margin frameworks, and leverage controls
* Strong quantitative capability (Python or equivalent analytical tools)
* Direct exposure to crypto or other high-volatility asset classes
* Experience implementing VaR and stress-testing methodologies
* Ability to operate independently within institutional governance structures
Compensation
* Base salary: €130,000 – €165,000
* Performance bonus: 15–25% linked to risk-adjusted performance metrics
* Optional long-term incentive participation
* Expected total compensation: €190,000 – €220,000
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