Credit Risk Data Scientist - Parameter Estimation Expert
Join to apply for the Credit Risk Data Scientist - Parameter Estimation Expert role at BBVA
Continue with Google Continue with Google
Credit Risk Data Scientist - Parameter Estimation Expert
Join to apply for the Credit Risk Data Scientist - Parameter Estimation Expert role at BBVA
Get AI-powered advice on this job and more exclusive features.
Sign in to access AI-powered advices
Continue with Google Continue with Google
Continue with Google Continue with Google
Continue with Google Continue with Google
Continue with Google Continue with Google
Continue with Google Continue with Google
Continue with Google Continue with Google
La vacante estará activa hasta el 6 de julio a las 00:00 h.
¿Te entusiasma hacer crecer tu carrera?
BBVA es una compañía global con más de 160 años de historia que opera en más de 25 países donde damos servicio a más de 80 millones de clientes. Somos más de 121.000 profesionales trabajando en equipos multidisciplinares con perfiles tan diversos como financieros, expertos legales, científicos de datos, desarrolladores, ingenieros y diseñadores.
Conoce más sobre el área:
La vacante estará activa hasta el 6 de julio a las 00:00 h.
The Global Risk Management (GRM) has a clear strategy aimed at achieving, risk adjusted profitability and recurrent value creation; using a model portfolio approach to manage the group’s activity as a basis for a better capital and a better risk management digitization framework.
GRM Analytics is the Discipline, within Global Risk Management, responsible for the development of methodologies and models in the field of risk modelling of the BBVA group.
The analysis and use of new data sources and the implementation of new modelling techniques is a core activity within this team.
Sobre el puesto
What You Will Do
Based in Madrid, we are looking for a manager willing to develop a successful career in Risk Modeling. The main purpose of the role is to design, deliver and continually update industry-leading credit risk models (such as scorecards, IFRS9, IRB models and forecasting
models), through the following tasks:
* You will join the Advanced Analytics COE (Center of Expertise) of Global Risk Management Holding Area - retail models
* You will join a team to develop and improve the credit parameter estimation process regarding IRB Models as well as IFRS9 models and Economic Models, designing the internal standards in accordance with best banking practices.
* You will be responsible for leading and coordinating the successful development and monitoring of different parameters’ methodology
* You will manage the correct evolution of different initiatives on a day-to-day basis, ensuring regulatory compliance, model excellence and business alignment.
* You will coordinate global credit risk projects in all the geographies according to GRM Analytics Strategy, providing technical guidance and mentorship to junior team members, fostering a culture of collaboration, innovation, and continuous improvement.
* You will explore, crunch and visualize real data. You will write code, document models and test cutting edge Big Data technologies
* You will maintain relationships with a broad range of internal divisions within the bank to ensure successful implementation of models and analytical initiatives.
* You will work in a multicultural environment that will allow you to develop your career in an international context and you will be part of the Data Science Community of BBVA.
Qualifications
We are looking for graduates in: Maths, Physics, Engineering, Actuarial Science, Statistics, Economics. If you have a good academic profile and are fluent in English and Spanish, you are the candidate we are looking for!
Other aspects that may be valued:
* University degree holder or above in a quantitative discipline such as Mathematics, Statistics, Science or Engineering.
* At least 5 years’ working experience with in-depth knowledge in credit risk and Basel regulatory requirements, particularly on LGD parameter under IRB and IFRS9 frameworks.
○ Hands-on experience and solid skills of credit risk parameter estimation ( capital and allowances, IFRS9).
○ Strong knowledge of regulatory expectations, supervisory guidelines, and
internal governance related to credit risk modelling (EBA new DoD, Basel III implementation, etc.).
○ Experience in the development and/or validation of IRB credit exposure
methodologies
○ Experience in the development of:
* Proven expertise in parameter estimation techniques and exposure modelling
* Experience with regulatory relationships with the ECB and national supervisory authorities with regard to model-related topics.
* Experience with Data Mining and Data Modeling.
* Proficiency in analytical and programming skills. (Pyspark, SQL, Python, R) .
* Strong understanding of credit products and associated risks.
* Experience working in multinational and cross-functional environments.
* Experience with Big Data and Machine Learning or deep learning technologies ( is a plus),
* Minimum level of English (B2).
* Spanish: Bilingual proficiency / advanced level.
About You
We are looking for an enthusiastic person, who has the following characteristics:
* Exceptional problem-solving skills and strong attention to detail.
* Ability to explain complex topics in a simple and clear manner.
* Proactivity and autonomy to develop different lines of work.
Habilidades:
Empatía, Ética, Innovación, Orientación al cliente, Pensamiento proactivo
Seniority level
* Seniority level
Mid-Senior level
Employment type
* Employment type
Full-time
Job function
* Job function
Engineering and Information Technology
* Industries
Banking
Referrals increase your chances of interviewing at BBVA by 2x
Get notified about new Data Scientist jobs in Madrid, Community of Madrid, Spain .
Madrid, Community of Madrid, Spain 2 weeks ago
Data Scientist Strategy & Value Creation Consulting
Madrid, Community of Madrid, Spain 2 weeks ago
Madrid, Community of Madrid, Spain 1 week ago
Junior Quality Data Scientist (Open to remote)
Madrid, Community of Madrid, Spain 1 week ago
Madrid, Community of Madrid, Spain 1 day ago
Greater Madrid Metropolitan Area 9 hours ago
Madrid, Community of Madrid, Spain 2 weeks ago
Madrid, Community of Madrid, Spain 1 week ago
Madrid, Community of Madrid, Spain 1 month ago
Madrid, Community of Madrid, Spain 3 weeks ago
Madrid, Community of Madrid, Spain 1 week ago
Madrid, Community of Madrid, Spain 1 week ago
Madrid, Community of Madrid, Spain 1 day ago
Madrid, Community of Madrid, Spain 2 weeks ago
Madrid, Community of Madrid, Spain 1 week ago
Data Scientist - Consulting Responsible AI
Madrid, Community of Madrid, Spain 1 week ago
Madrid, Community of Madrid, Spain 3 hours ago
Madrid, Community of Madrid, Spain 1 week ago
Madrid, Community of Madrid, Spain 2 weeks ago
Madrid, Community of Madrid, Spain 6 days ago
Madrid, Community of Madrid, Spain 2 weeks ago
Madrid, Community of Madrid, Spain 3 weeks ago
Machine Learning Engineer (Re1-2) – Ai Factory (Earth Sciences Department)
Junior Data Scientist - EY wavespace Data & AI hub
Madrid, Community of Madrid, Spain 2 hours ago
Madrid, Community of Madrid, Spain 1 month ago
Greater Madrid Metropolitan Area 11 hours ago
Madrid, Community of Madrid, Spain 1 month ago
Madrid, Community of Madrid, Spain 2 weeks ago
We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.
#J-18808-Ljbffr