Manage CEMEX's FX and interest rate risks through financial derivatives and other debt-related strategies.
**Main Responsibilities**:
- Ongoing market monitoring & analysis to identify potential financial risks and applicable mitigation strategies
- Sensitivity & scenario analysis assessing impact of existing and proposed derivatives instruments
- Operation of MXN hedging program, continuously adjusting position to improve hedging profile, cost and tenor
- Support other areas in equity/financing related transactions
**Position Challenges**:
- Coordination with different areas in the Company to evaluate potential derivative instruments and risk mitigation strategies
- Presentation of technical concepts and instruments in an effective and clear way
- Continuous interaction with Senior Management to discuss market trends and proposed adjustments to derivatives position
**Qualifications**:
- Bachelor´s & Master´s degree
- 8+ years of experience needed
- Deep understanding of financial markets and corporate finance
- Solid background and professional experience on **valuation**, **negotiation**, **execution** and **documentation** process of financial derivatives instruments
Other Skills
- Advanced knowledge of Bloomberg Terminal
- Strong presentation skills
- English proficiency at professional/native level
**Internal/External Relations**:
INTERNAL
- Senior Management, Corporate Finance, Tax, Comptrollership and Legal
EXTERNAL
- Banks and other financial institutions, Auditors
**CEMEX Diversity and Inclusion Statement**:
At CEMEX, we recognize the diversity of the world in which we live and in which we do business. We respect diversity, we address the inclusion and non-discrimination of any talented person, regardless of gender, physical ability, age, sexual orientation, culture, ethnicity, religion, political affiliation, marital status, pregnancy / maternity / paternity, and nationality. We promote a culture of equity for the construction of a sustainable business and the well-being and development of CEMEX employees.