Capital Measurement Control Discipline Leader

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BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121000 professionals working in multidisciplinary teams with profiles as diverse as financiers legal experts data scientists developers engineers and designers.

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Publicación activa hasta el 23 de enero

This position is in the Capital team within Provisions&Capital Team. The team covers RiskWeighted Assets management including calculation and monitoring on a monthly basis forBBVA SA through a suite of sophisticated models and technology solutions. It also includes the responsibility of the whole Group trhough the coordination with other irb geographies of the Group and the rest of the affiliates under standard approach. The team is heavily involved in model output analysis regulatory capital and expected loss drivers investigation and report to regulator.

The team is also engaged in the design and testing of the IT framework used for the RWA calculation and reporting of the numbers to the Top Management. Frequent interactionwith internal counterparties like Accounting and Supervisor Risk Analytics FinancesAuditors Credit Risk Management Research and IT is also part of the teams remit.

We need a teammate who has capabilities to lead and who is analytic think big and take new challenges to join this dynamic portfolio management team to deliver our quality works.

About the job:

Functions:

- Understand and explain the drivers within the models and implemented IT solutionthat affect the Regulatory Capital calculation.

- Provide Portfolio Analysis for all stakeholders from the point of view of Risk WeightedAssets.

- Reports and ad hoc request for Senior Management.

- Lead the team in the OSI and IMIs.

- Solve and answer all the regulatory request as well as serve the regulator forinspections and meetings.

- Implement the stress test for Regultory RWA and the scenario analysis.

- Attend internal and external audits and Internal Validation team.

Experience background

7 years experience in portfolio management analysis functions credit risk

management risk lending related topic but in the engineering side etc.

Skills:

- Data analysis experience particularly with large datasets. Python/R/SAS and MS Officeknowledge.

- Very good communication skills and interaction with stakeholders from differentareas of the bank.

Academic background:

- Degree in a quantitative economic or other math based discipline.

- Medium-high level of English (B2 C1 preferible)

- Spanish as a native language

Skills: