Augustin Nare
Market Risk Senior Associate | M.Sc in Statistics
- Role
- Market Risk Senior Associate (Senior Market Risk Analyst) at BBVA
- Location
- Brooklyn, NY, US
- LinkedIn followers
- 500 followers
About Augustin Nare
Senior Market & Treasury Risk Analyst with 4+ years of second-line experience across IRRBB, ALM, and Market Risk oversight within global banks. Strong background in balance sheet risk analysis, independent model challenge, regulatory alignment (OCC IRRBB), and risk governance. Advanced quantitative skills in Python, SQL, and Tableau, with proven ability to translate complex risk metrics into executive-level insights.
Experience
Market Risk Senior Associate (Senior Market Risk Analyst)
Aug 2025 — Present · NY, US
Conduct comprehensive market risk analysis of BBVA New York portfolios across rates, FX, fixed income,equities, and structured derivatives, Futures.Lead bond position and sensitivity reconciliations across front-office and back-office platforms, resolvingdiscrepancies in trade representation and risk capture.Review and validate portfolio- and legal-entity-level VaR outputs, supporting robust risk governance andregulatory compliance.Identifying the risk system issues not properly estimating trades exposures.Diagnose and report risk system limitations affecting exposure measurement, contributing to model andinfrastructure enhancements.
Education
Zicklin School of Business
Master of Science - MS, Statistics
Baruch College
Bachelor of Arts - BA, Actuarial Science
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